Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
27.06%
3 year
-1.64%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
43 months through May 31, 2025Volatility (ann.)
20.05%
Sharpe
0.49
Sortino
0.78
Max drawdown
-44.27%
Best month
12.45%
Worst month
-12.54%
Beta vs VTSAX
1.06
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.