Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.76%
3 year
9.83%
5 year
6.59%
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.)
18.07%
Sharpe
0.60
Sortino
1.12
Max drawdown
-30.47%
Best month
17.59%
Worst month
-22.15%
Beta vs VTSAX
1.07
Correlation
0.75
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.