Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.09%
3 year
6.40%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
67 months through Aug. 31, 2025Volatility (ann.)
17.62%
Sharpe
0.81
Sortino
1.47
Max drawdown
-21.19%
Best month
17.10%
Worst month
-12.00%
Beta vs VTSAX
0.98
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.