Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.00%
3 year
15.10%
5 year
8.90%
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.)
15.57%
Sharpe
0.98
Sortino
1.79
Max drawdown
-12.91%
Best month
11.55%
Worst month
-6.89%
Beta vs VTSAX
1.12
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.