Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.03%
3 year
4.00%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
53 months through Oct. 31, 2025Volatility (ann.)
14.98%
Sharpe
1.16
Sortino
2.19
Max drawdown
-27.23%
Best month
10.43%
Worst month
-9.12%
Beta vs VTSAX
1.09
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.