Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.60%
3 year
0.23%
5 year
9.65%
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
68 months through July 31, 2025Volatility (ann.)
16.70%
Sharpe
0.78
Sortino
1.34
Max drawdown
-35.37%
Best month
12.67%
Worst month
-12.69%
Beta vs VTSAX
1.02
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.