Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-4.29%
3 year
8.96%
5 year
3.34%
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 March 31, 2026Volatility (ann.)
16.39%
Sharpe
0.23
Sortino
0.38
Max drawdown
-31.11%
Best month
11.96%
Worst month
-15.11%
Beta vs VTSAX
1.15
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.