Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
6.01%
3 year
10.16%
5 year
7.28%
10 year
9.50%
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
81 months through March 31, 2026Volatility (ann.)
18.98%
Sharpe
0.55
Sortino
1.01
Max drawdown
-32.74%
Best month
18.17%
Worst month
-22.44%
Beta vs VTSAX
1.21
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.