Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.33%
3 year
3.02%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
57 months through Nov. 30, 2025Volatility (ann.)
13.53%
Sharpe
0.87
Sortino
1.53
Max drawdown
-29.32%
Best month
9.49%
Worst month
-9.71%
Beta vs VTSAX
0.92
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.