Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
29.35%
3 year
17.19%
5 year
10.09%
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
73 months through Aug. 31, 2025Volatility (ann.)
12.98%
Sharpe
1.65
Sortino
3.28
Max drawdown
-8.14%
Best month
8.24%
Worst month
-6.10%
Beta vs VTSAX
0.74
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.