Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
36.44%
3 year
20.05%
5 year
11.70%
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 Oct. 31, 2025Volatility (ann.)
17.63%
Sharpe
1.58
Sortino
3.04
Max drawdown
-13.75%
Best month
11.42%
Worst month
-9.42%
Beta vs VTSAX
1.21
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.