Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.50%
3 year
3.94%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
43 months through April 30, 2025Volatility (ann.)
20.54%
Sharpe
0.29
Sortino
0.49
Max drawdown
-22.74%
Best month
11.41%
Worst month
-9.15%
Beta vs VTSAX
1.12
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.