Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.59%
3 year
4.33%
5 year
6.07%
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.)
13.87%
Sharpe
0.38
Sortino
0.62
Max drawdown
-30.70%
Best month
13.16%
Worst month
-18.57%
Beta vs VTSAX
0.69
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.