Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.64%
3 year
7.56%
5 year
9.16%
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.)
15.27%
Sharpe
0.50
Sortino
0.81
Max drawdown
-27.38%
Best month
14.75%
Worst month
-17.10%
Beta vs VTSAX
0.78
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.