Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.87%
3 year
9.30%
5 year
14.99%
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.)
14.91%
Sharpe
1.25
Sortino
2.23
Max drawdown
-23.37%
Best month
13.24%
Worst month
-11.98%
Beta vs VTSAX
0.97
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.