Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
9.20%
3 year
11.42%
5 year
-2.35%
10 year
11.01%
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
60 months through Feb. 28, 2026Volatility (ann.)
19.92%
Sharpe
0.48
Sortino
0.79
Max drawdown
-41.85%
Best month
11.58%
Worst month
-14.33%
Beta vs VTSAX
1.48
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.