Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
35.42%
3 year
11.44%
5 year
23.73%
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
75 months through Oct. 31, 2025Volatility (ann.)
20.86%
Sharpe
1.88
Sortino
4.09
Max drawdown
-37.57%
Best month
15.27%
Worst month
-13.52%
Beta vs VTSAX
1.29
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.