Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
8.06%
3 year
9.97%
5 year
9.41%
10 year
7.77%
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.)
16.66%
Sharpe
0.66
Sortino
1.25
Max drawdown
-36.99%
Best month
16.37%
Worst month
-24.67%
Beta vs VTSAX
0.98
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.