Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.92%
3 year
-5.61%
5 year
3.99%
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.)
20.17%
Sharpe
0.31
Sortino
0.46
Max drawdown
-42.80%
Best month
16.22%
Worst month
-13.71%
Beta vs VTSAX
1.19
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.