Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.59%
3 year
9.56%
5 year
11.01%
10 year
10.40%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2024 onward derived from N-PORT monthly returnsRisk statistics
75 months through Nov. 30, 2025Volatility (ann.)
12.14%
Sharpe
1.01
Sortino
1.73
Max drawdown
-33.20%
Best month
15.54%
Worst month
-21.94%
Beta vs VTSAX
0.72
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.