Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.65%
3 year
7.39%
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.)
16.43%
Sharpe
1.07
Sortino
1.86
Max drawdown
-25.27%
Best month
11.60%
Worst month
-12.09%
Beta vs VTSAX
1.04
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.