Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.14%
3 year
12.22%
5 year
7.26%
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.)
18.64%
Sharpe
0.67
Sortino
1.13
Max drawdown
-17.87%
Best month
11.38%
Worst month
-9.04%
Beta vs VTSAX
1.29
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.