Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.74%
3 year
8.36%
5 year
11.69%
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.)
15.15%
Sharpe
0.95
Sortino
1.78
Max drawdown
-24.16%
Best month
13.67%
Worst month
-14.66%
Beta vs VTSAX
0.92
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.