Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.78%
3 year
5.14%
5 year
9.43%
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.)
13.51%
Sharpe
0.77
Sortino
1.32
Max drawdown
-21.22%
Best month
12.30%
Worst month
-12.00%
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.