Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.84%
3 year
6.64%
5 year
3.98%
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.)
13.12%
Sharpe
0.84
Sortino
1.38
Max drawdown
-13.27%
Best month
7.05%
Worst month
-7.37%
Beta vs VTSAX
0.47
Correlation
0.54
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.