Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.54%
3 year
3.01%
5 year
1.84%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
72 months through June 30, 2025Volatility (ann.)
11.67%
Sharpe
0.95
Sortino
1.64
Max drawdown
-18.67%
Best month
6.99%
Worst month
-7.72%
Beta vs VTSAX
0.67
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.