Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
21.46%
3 year
16.62%
5 year
9.72%
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 Aug. 31, 2025Volatility (ann.)
29.91%
Sharpe
1.48
Sortino
3.40
Max drawdown
-19.67%
Best month
22.05%
Worst month
-12.87%
Beta vs VTIAX
1.12
Correlation
0.58
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.