Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.71%
3 year
11.47%
5 year
6.80%
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
76 months through Oct. 31, 2025Volatility (ann.)
18.26%
Sharpe
0.26
Sortino
0.47
Max drawdown
-18.27%
Best month
11.12%
Worst month
-7.51%
Beta vs VTSAX
1.04
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.