Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
19.39%
3 year
14.51%
5 year
8.59%
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.)
20.28%
Sharpe
0.99
Sortino
1.75
Max drawdown
-17.21%
Best month
12.67%
Worst month
-9.96%
Beta vs VTSAX
1.13
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.