Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.46%
3 year
14.79%
5 year
8.78%
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.)
16.40%
Sharpe
1.00
Sortino
1.85
Max drawdown
-11.60%
Best month
13.77%
Worst month
-7.34%
Beta vs VTSAX
1.08
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.