Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.11%
3 year
11.52%
5 year
8.53%
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.)
17.92%
Sharpe
0.57
Sortino
1.07
Max drawdown
-30.30%
Best month
13.59%
Worst month
-20.18%
Beta vs VTSAX
1.11
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.