Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.47%
3 year
5.06%
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.)
21.63%
Sharpe
0.30
Sortino
0.50
Max drawdown
-19.89%
Best month
13.13%
Worst month
-11.57%
Beta vs VTSAX
1.11
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.