Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.94%
3 year
13.70%
5 year
2.85%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
81 months through March 31, 2026Volatility (ann.)
29.20%
Sharpe
0.43
Sortino
0.74
Max drawdown
-44.90%
Best month
28.36%
Worst month
-33.64%
Beta vs VTSAX
1.99
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.