Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.09%
3 year
-1.09%
5 year
7.03%
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
69 months through May 31, 2025Volatility (ann.)
21.96%
Sharpe
0.16
Sortino
0.27
Max drawdown
-29.09%
Best month
16.70%
Worst month
-16.94%
Beta vs VTSAX
1.15
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.