Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
4.53%
3 year
11.06%
5 year
-1.26%
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
78 months through Jan. 31, 2026Volatility (ann.)
18.20%
Sharpe
0.39
Sortino
0.66
Max drawdown
-41.86%
Best month
15.80%
Worst month
-16.24%
Beta vs VTSAX
1.34
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.