Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
25.60%
3 year
7.01%
5 year
17.86%
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.)
20.26%
Sharpe
1.00
Sortino
1.73
Max drawdown
-33.58%
Best month
17.36%
Worst month
-12.75%
Beta vs VTSAX
1.20
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.