Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.44%
3 year
4.53%
5 year
7.91%
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
69 months through May 31, 2025Volatility (ann.)
16.00%
Sharpe
0.23
Sortino
0.35
Max drawdown
-28.99%
Best month
14.60%
Worst month
-18.91%
Beta vs VTSAX
0.81
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.