Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.93%
3 year
-6.99%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
58 months through Aug. 31, 2025Volatility (ann.)
20.98%
Sharpe
0.37
Sortino
0.63
Max drawdown
-46.72%
Best month
12.13%
Worst month
-15.09%
Beta vs VTSAX
1.02
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.