Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.82%
3 year
3.76%
5 year
2.09%
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.)
17.11%
Sharpe
0.61
Sortino
1.05
Max drawdown
-19.12%
Best month
11.32%
Worst month
-10.86%
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.