Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.07%
3 year
-1.52%
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.)
9.39%
Sharpe
0.89
Sortino
1.47
Max drawdown
-25.23%
Best month
10.38%
Worst month
-12.08%
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.