Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.09%
3 year
-0.17%
5 year
8.03%
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.)
21.98%
Sharpe
0.21
Sortino
0.35
Max drawdown
-28.48%
Best month
16.73%
Worst month
-16.86%
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.