Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.18%
3 year
0.77%
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
60 months through May 31, 2025Volatility (ann.)
5.91%
Sharpe
0.45
Sortino
0.73
Max drawdown
-11.55%
Best month
4.27%
Worst month
-4.42%
Beta vs VTSAX
0.18
Correlation
0.53
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.