Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
23.94%
3 year
16.33%
5 year
11.85%
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.)
21.70%
Sharpe
0.98
Sortino
2.02
Max drawdown
-40.36%
Best month
17.53%
Worst month
-27.58%
Beta vs VTSAX
1.31
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.