Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
16.55%
3 year
11.19%
5 year
12.08%
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.)
15.94%
Sharpe
0.85
Sortino
1.56
Max drawdown
-41.68%
Best month
18.55%
Worst month
-28.46%
Beta vs VTSAX
0.95
Correlation
0.75
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.