Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
20.24%
3 year
—
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2024 onward derived from N-PORT monthly returnsRisk statistics
36 months through March 31, 2026Volatility (ann.)
10.81%
Sharpe
1.12
Sortino
2.12
Max drawdown
-9.54%
Best month
6.47%
Worst month
-6.32%
Beta vs VTSAX
0.71
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.