Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.30%
3 year
-5.22%
5 year
1.97%
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.)
17.80%
Sharpe
0.40
Sortino
0.67
Max drawdown
-34.15%
Best month
12.48%
Worst month
-17.90%
Beta vs VTSAX
1.04
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.