Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.86%
3 year
-2.15%
5 year
5.36%
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 Nov. 30, 2025Volatility (ann.)
19.90%
Sharpe
0.30
Sortino
0.50
Max drawdown
-32.82%
Best month
15.93%
Worst month
-24.32%
Beta vs VTSAX
1.26
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.