Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.44%
3 year
13.17%
5 year
7.79%
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
74 months through Aug. 31, 2025Volatility (ann.)
20.38%
Sharpe
0.87
Sortino
1.68
Max drawdown
-16.72%
Best month
12.12%
Worst month
-8.12%
Beta vs VTSAX
1.07
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.