Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.53%
3 year
5.56%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
72 months through April 30, 2026Volatility (ann.)
16.44%
Sharpe
0.96
Sortino
1.64
Max drawdown
-27.85%
Best month
11.46%
Worst month
-12.16%
Beta vs VTSAX
1.04
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.