Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.16%
3 year
-3.27%
5 year
8.75%
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 June 30, 2025Volatility (ann.)
23.72%
Sharpe
0.25
Sortino
0.40
Max drawdown
-37.47%
Best month
16.16%
Worst month
-17.51%
Beta vs VTSAX
1.31
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.