Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
24.62%
3 year
5.75%
5 year
15.11%
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
68 months through March 31, 2025Volatility (ann.)
19.35%
Sharpe
0.38
Sortino
0.59
Max drawdown
-32.48%
Best month
13.25%
Worst month
-10.75%
Beta vs VTSAX
1.03
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.