Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
20.66%
3 year
—
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2024 onward derived from N-PORT monthly returnsRisk statistics
28 months through Aug. 31, 2025Volatility (ann.)
15.60%
Sharpe
1.26
Sortino
2.44
Max drawdown
-10.50%
Best month
10.70%
Worst month
-7.36%
Beta vs VTSAX
1.11
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.