Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.36%
3 year
13.77%
5 year
8.17%
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.)
20.18%
Sharpe
0.90
Sortino
1.56
Max drawdown
-17.44%
Best month
12.60%
Worst month
-10.01%
Beta vs VTSAX
1.39
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.