Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.98%
3 year
8.54%
5 year
5.09%
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
77 months through Jan. 31, 2026Volatility (ann.)
18.30%
Sharpe
0.43
Sortino
0.76
Max drawdown
-19.13%
Best month
12.12%
Worst month
-9.61%
Beta vs VTSAX
1.17
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.