Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.10%
3 year
9.02%
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
61 months through June 30, 2025Volatility (ann.)
18.50%
Sharpe
0.53
Sortino
0.88
Max drawdown
-17.79%
Best month
11.99%
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.