Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.40%
3 year
15.49%
5 year
9.17%
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
74 months through Aug. 31, 2025Volatility (ann.)
16.45%
Sharpe
1.07
Sortino
2.01
Max drawdown
-11.29%
Best month
13.71%
Worst month
-7.23%
Beta vs VTSAX
0.88
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.