Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
26.47%
3 year
8.64%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
58 months through May 31, 2025Volatility (ann.)
21.50%
Sharpe
0.76
Sortino
1.27
Max drawdown
-33.74%
Best month
13.88%
Worst month
-13.53%
Beta vs VTSAX
1.23
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.