Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.78%
3 year
5.92%
5 year
3.55%
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.)
13.11%
Sharpe
0.83
Sortino
1.33
Max drawdown
-13.90%
Best month
6.97%
Worst month
-7.46%
Beta vs VTSAX
0.57
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.