Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.77%
3 year
6.98%
5 year
10.69%
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
69 months through Sept. 30, 2025Volatility (ann.)
17.29%
Sharpe
0.96
Sortino
1.83
Max drawdown
-31.00%
Best month
14.54%
Worst month
-21.59%
Beta vs VTSAX
1.14
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.