Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.14%
3 year
6.15%
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.)
16.49%
Sharpe
0.98
Sortino
1.66
Max drawdown
-26.70%
Best month
11.58%
Worst month
-11.11%
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.