Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.04%
3 year
-11.79%
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
69 months through Oct. 31, 2025Volatility (ann.)
19.35%
Sharpe
0.38
Sortino
0.64
Max drawdown
-54.22%
Best month
18.19%
Worst month
-18.08%
Beta vs VTSAX
1.23
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.