Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.78%
3 year
13.99%
5 year
11.00%
10 year
—
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
72 months through Jan. 31, 2026Volatility (ann.)
19.21%
Sharpe
0.61
Sortino
1.11
Max drawdown
-28.75%
Best month
12.88%
Worst month
-17.76%
Beta vs VTSAX
1.15
Correlation
0.73
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.