Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.80%
3 year
4.55%
5 year
2.83%
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 Oct. 31, 2025Volatility (ann.)
19.98%
Sharpe
0.43
Sortino
0.69
Max drawdown
-21.36%
Best month
12.01%
Worst month
-9.52%
Beta vs VTSAX
1.36
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.