Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.82%
3 year
6.22%
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
52 months through June 30, 2025Volatility (ann.)
21.69%
Sharpe
0.36
Sortino
0.61
Max drawdown
-19.63%
Best month
13.30%
Worst month
-11.48%
Beta vs VTSAX
1.11
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.