Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.58%
3 year
2.98%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
55 months through July 31, 2025Volatility (ann.)
13.40%
Sharpe
0.25
Sortino
0.40
Max drawdown
-17.10%
Best month
7.12%
Worst month
-6.77%
Beta vs VTSAX
0.66
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.