Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.59%
3 year
2.64%
5 year
7.68%
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
69 months through May 31, 2025Volatility (ann.)
18.80%
Sharpe
0.22
Sortino
0.35
Max drawdown
-24.51%
Best month
13.07%
Worst month
-15.04%
Beta vs VTSAX
0.95
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.