Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.81%
3 year
5.26%
5 year
3.25%
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
72 months through Aug. 31, 2025Volatility (ann.)
21.04%
Sharpe
0.39
Sortino
0.61
Max drawdown
-21.21%
Best month
12.16%
Worst month
-9.50%
Beta vs VTSAX
1.25
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.