Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
19.59%
3 year
3.81%
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
50 months through July 31, 2025Volatility (ann.)
21.26%
Sharpe
0.88
Sortino
1.61
Max drawdown
-35.74%
Best month
13.92%
Worst month
-11.92%
Beta vs VTSAX
1.15
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.