Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.21%
3 year
2.11%
5 year
5.87%
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.)
14.84%
Sharpe
0.25
Sortino
0.38
Max drawdown
-19.44%
Best month
12.61%
Worst month
-12.38%
Beta vs VTSAX
0.82
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.