Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.64%
3 year
2.98%
5 year
7.56%
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.)
11.32%
Sharpe
0.92
Sortino
1.50
Max drawdown
-25.30%
Best month
8.43%
Worst month
-10.26%
Beta vs VTSAX
-0.04
Correlation
-0.06
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.