Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.57%
3 year
3.26%
5 year
8.15%
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
72 months through Aug. 31, 2025Volatility (ann.)
13.37%
Sharpe
0.69
Sortino
1.16
Max drawdown
-26.55%
Best month
13.29%
Worst month
-15.80%
Beta vs VTSAX
0.72
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.