Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.49%
3 year
8.08%
5 year
11.40%
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.)
15.14%
Sharpe
0.93
Sortino
1.74
Max drawdown
-24.23%
Best month
13.64%
Worst month
-14.70%
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.