Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.24%
3 year
4.20%
5 year
2.56%
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
66 months through June 30, 2025Volatility (ann.)
17.13%
Sharpe
0.64
Sortino
1.10
Max drawdown
-18.33%
Best month
11.37%
Worst month
-10.96%
Beta vs VTSAX
0.87
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.