Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
19.35%
3 year
-1.78%
5 year
9.11%
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.)
20.99%
Sharpe
1.24
Sortino
2.37
Max drawdown
-43.68%
Best month
14.18%
Worst month
-14.46%
Beta vs VTSAX
1.29
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.