Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.25%
3 year
-0.69%
5 year
0.79%
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
72 months through Aug. 31, 2025Volatility (ann.)
15.81%
Sharpe
0.67
Sortino
1.11
Max drawdown
-28.06%
Best month
15.18%
Worst month
-16.33%
Beta vs VTSAX
0.99
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.