Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.35%
3 year
2.83%
5 year
7.40%
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.)
11.27%
Sharpe
0.90
Sortino
1.48
Max drawdown
-25.19%
Best month
8.55%
Worst month
-10.32%
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.