Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.36%
3 year
5.65%
5 year
12.16%
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
72 months through July 31, 2025Volatility (ann.)
18.81%
Sharpe
0.81
Sortino
1.36
Max drawdown
-29.30%
Best month
14.36%
Worst month
-11.40%
Beta vs VTSAX
1.10
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.