Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.27%
3 year
-1.22%
5 year
3.99%
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.)
16.77%
Sharpe
0.45
Sortino
0.76
Max drawdown
-26.88%
Best month
10.87%
Worst month
-16.95%
Beta vs VTSAX
0.97
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.