Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.99%
3 year
6.88%
5 year
12.70%
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 July 31, 2025Volatility (ann.)
14.98%
Sharpe
1.04
Sortino
1.78
Max drawdown
-24.56%
Best month
12.95%
Worst month
-12.32%
Beta vs VTSAX
0.95
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.