Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.08%
3 year
-2.63%
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.)
25.81%
Sharpe
0.05
Sortino
0.08
Max drawdown
-35.00%
Best month
15.69%
Worst month
-12.85%
Beta vs VTSAX
1.35
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.