Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
32.23%
3 year
8.22%
5 year
16.90%
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.)
17.79%
Sharpe
1.36
Sortino
2.33
Max drawdown
-34.09%
Best month
14.86%
Worst month
-13.52%
Beta vs VTSAX
1.07
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.