Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.27%
3 year
19.80%
5 year
12.53%
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.)
17.52%
Sharpe
0.20
Sortino
0.30
Max drawdown
-52.24%
Best month
28.72%
Worst month
-36.33%
Beta vs VTSAX
0.54
Correlation
0.42
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.