Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.93%
3 year
5.76%
5 year
3.51%
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 Oct. 31, 2025Volatility (ann.)
18.23%
Sharpe
0.47
Sortino
0.80
Max drawdown
-18.06%
Best month
10.63%
Worst month
-8.83%
Beta vs VTSAX
1.21
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.