Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.49%
3 year
7.41%
5 year
9.01%
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.)
15.27%
Sharpe
0.49
Sortino
0.80
Max drawdown
-27.41%
Best month
14.69%
Worst month
-17.12%
Beta vs VTSAX
0.77
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.