Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
20.10%
3 year
5.70%
5 year
11.85%
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
75 months through Sept. 30, 2025Volatility (ann.)
12.82%
Sharpe
1.71
Sortino
3.53
Max drawdown
-34.55%
Best month
9.39%
Worst month
-13.02%
Beta vs VTSAX
0.07
Correlation
0.07
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.