Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.19%
3 year
5.40%
5 year
3.80%
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.)
17.19%
Sharpe
0.70
Sortino
1.22
Max drawdown
-17.02%
Best month
11.37%
Worst month
-10.99%
Beta vs VTSAX
0.88
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.