Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.72%
3 year
13.92%
5 year
0.06%
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
81 months through April 30, 2026Volatility (ann.)
41.07%
Sharpe
0.56
Sortino
1.01
Max drawdown
-57.73%
Best month
38.88%
Worst month
-45.37%
Beta vs VTSAX
2.65
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.