Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
16.87%
3 year
21.84%
5 year
13.85%
10 year
13.35%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
78 months through Jan. 31, 2026Volatility (ann.)
11.83%
Sharpe
1.67
Sortino
3.48
Max drawdown
-24.96%
Best month
13.50%
Worst month
-16.44%
Beta vs VTSAX
0.97
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.