Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.87%
3 year
10.28%
5 year
6.13%
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
76 months through Oct. 31, 2025Volatility (ann.)
18.67%
Sharpe
0.38
Sortino
0.66
Max drawdown
-17.88%
Best month
10.81%
Worst month
-8.33%
Beta vs VTSAX
1.23
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.