Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.33%
3 year
3.73%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
63 months through Nov. 30, 2025Volatility (ann.)
12.17%
Sharpe
1.29
Sortino
2.50
Max drawdown
-25.15%
Best month
11.47%
Worst month
-9.24%
Beta vs VTSAX
0.89
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.