Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.37%
3 year
2.23%
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.)
13.62%
Sharpe
0.80
Sortino
1.39
Max drawdown
-29.81%
Best month
9.56%
Worst month
-9.76%
Beta vs VTSAX
0.93
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.