Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
27.34%
3 year
9.76%
5 year
11.60%
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.)
15.92%
Sharpe
0.89
Sortino
1.57
Max drawdown
-29.16%
Best month
13.87%
Worst month
-18.15%
Beta vs VTSAX
0.90
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.