Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.42%
3 year
6.92%
5 year
4.18%
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 Oct. 31, 2025Volatility (ann.)
19.01%
Sharpe
0.31
Sortino
0.53
Max drawdown
-19.47%
Best month
12.05%
Worst month
-9.71%
Beta vs VTSAX
1.16
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.