Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.79%
3 year
-0.40%
5 year
7.80%
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.)
22.00%
Sharpe
0.19
Sortino
0.33
Max drawdown
-28.62%
Best month
16.76%
Worst month
-16.88%
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.