Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.26%
3 year
-4.14%
5 year
8.20%
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
78 months through April 30, 2026Volatility (ann.)
15.90%
Sharpe
0.43
Sortino
0.70
Max drawdown
-32.13%
Best month
12.46%
Worst month
-14.72%
Beta vs VTSAX
1.02
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.