Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.05%
3 year
4.56%
5 year
12.01%
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.)
12.86%
Sharpe
1.27
Sortino
2.36
Max drawdown
-25.95%
Best month
12.65%
Worst month
-12.90%
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.