Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.70%
3 year
10.98%
5 year
6.54%
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.)
19.06%
Sharpe
0.58
Sortino
1.04
Max drawdown
-17.63%
Best month
10.94%
Worst month
-8.27%
Beta vs VTSAX
1.03
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.