Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.74%
3 year
8.06%
5 year
4.88%
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 June 30, 2025Volatility (ann.)
18.47%
Sharpe
0.47
Sortino
0.76
Max drawdown
-18.05%
Best month
11.86%
Worst month
-8.91%
Beta vs VTSAX
0.90
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.