Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.85%
3 year
-7.69%
5 year
-0.14%
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.)
21.19%
Sharpe
0.44
Sortino
0.72
Max drawdown
-44.80%
Best month
18.97%
Worst month
-16.04%
Beta vs VTSAX
1.42
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.