Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.17%
3 year
9.78%
5 year
5.82%
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
74 months through Oct. 31, 2025Volatility (ann.)
13.71%
Sharpe
1.01
Sortino
2.01
Max drawdown
-10.44%
Best month
9.73%
Worst month
-8.67%
Beta vs VTSAX
0.87
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.