Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.92%
3 year
-0.79%
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
69 months through Nov. 30, 2025Volatility (ann.)
9.36%
Sharpe
0.98
Sortino
1.66
Max drawdown
-24.82%
Best month
10.42%
Worst month
-12.01%
Beta vs VTSAX
0.67
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.