Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
28.03%
3 year
18.47%
5 year
10.82%
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
75 months through Oct. 31, 2025Volatility (ann.)
17.51%
Sharpe
1.48
Sortino
2.86
Max drawdown
-13.72%
Best month
11.05%
Worst month
-9.31%
Beta vs VTSAX
1.21
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.