Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
30.75%
3 year
7.98%
5 year
17.46%
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 Nov. 30, 2025Volatility (ann.)
20.86%
Sharpe
1.47
Sortino
2.88
Max drawdown
-39.72%
Best month
15.23%
Worst month
-14.15%
Beta vs VTSAX
1.32
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.