Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.06%
3 year
4.42%
5 year
8.66%
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
72 months through June 30, 2025Volatility (ann.)
13.53%
Sharpe
0.71
Sortino
1.21
Max drawdown
-21.64%
Best month
12.28%
Worst month
-12.08%
Beta vs VTSAX
-0.03
Correlation
-0.04
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.