Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
30.74%
3 year
7.67%
5 year
17.73%
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.)
21.10%
Sharpe
1.06
Sortino
1.89
Max drawdown
-39.82%
Best month
15.47%
Worst month
-14.08%
Beta vs VTSAX
1.12
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.