Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.34%
3 year
5.40%
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.)
16.25%
Sharpe
1.01
Sortino
1.97
Max drawdown
-22.23%
Best month
10.78%
Worst month
-10.40%
Beta vs VTSAX
0.88
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.