Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.99%
3 year
-3.51%
5 year
-1.89%
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.)
15.86%
Sharpe
0.09
Sortino
0.13
Max drawdown
-31.48%
Best month
12.79%
Worst month
-19.05%
Beta vs VTSAX
0.89
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.