Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.46%
3 year
6.78%
5 year
10.26%
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.)
15.18%
Sharpe
0.85
Sortino
1.47
Max drawdown
-27.11%
Best month
12.68%
Worst month
-16.56%
Beta vs VTSAX
0.84
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.