Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.74%
3 year
6.09%
5 year
9.55%
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.)
15.17%
Sharpe
0.81
Sortino
1.38
Max drawdown
-27.22%
Best month
12.62%
Worst month
-16.58%
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.