Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.87%
3 year
5.03%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
54 months through June 30, 2025Volatility (ann.)
16.26%
Sharpe
0.98
Sortino
1.90
Max drawdown
-22.35%
Best month
10.82%
Worst month
-10.34%
Beta vs VTSAX
0.89
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.