Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
28.57%
3 year
10.04%
5 year
9.35%
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
72 months through July 31, 2025Volatility (ann.)
16.57%
Sharpe
0.73
Sortino
1.15
Max drawdown
-22.19%
Best month
11.29%
Worst month
-13.61%
Beta vs VTSAX
0.60
Correlation
0.56
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.