Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.20%
3 year
4.31%
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.)
14.46%
Sharpe
2.24
Sortino
5.06
Max drawdown
-43.32%
Best month
14.64%
Worst month
-15.30%
Beta vs VTSAX
0.96
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.