Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.06%
3 year
5.85%
5 year
24.19%
10 year
8.20%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
78 months through Jan. 31, 2026Volatility (ann.)
19.61%
Sharpe
0.46
Sortino
0.72
Max drawdown
-57.63%
Best month
40.25%
Worst month
-43.52%
Beta vs VTSAX
0.62
Correlation
0.39
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.