Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.81%
3 year
6.44%
5 year
3.91%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
72 months through Aug. 31, 2025Volatility (ann.)
19.42%
Sharpe
0.42
Sortino
0.69
Max drawdown
-17.76%
Best month
10.69%
Worst month
-8.77%
Beta vs VTSAX
1.15
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.