Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.42%
3 year
17.77%
5 year
6.20%
10 year
11.02%
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.)
18.16%
Sharpe
0.83
Sortino
1.51
Max drawdown
-33.18%
Best month
18.29%
Worst month
-21.31%
Beta vs VTSAX
1.33
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.