Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.24%
3 year
13.12%
5 year
5.73%
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.)
19.24%
Sharpe
0.60
Sortino
1.07
Max drawdown
-30.56%
Best month
18.39%
Worst month
-21.68%
Beta vs VTSAX
1.33
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.