Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.86%
3 year
3.52%
5 year
10.89%
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 Oct. 31, 2025Volatility (ann.)
12.87%
Sharpe
1.18
Sortino
2.15
Max drawdown
-26.49%
Best month
12.60%
Worst month
-13.01%
Beta vs VTSAX
0.92
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.