Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.70%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
30 months through June 30, 2025Volatility (ann.)
20.53%
Sharpe
0.05
Sortino
0.09
Max drawdown
-17.39%
Best month
11.83%
Worst month
-7.48%
Beta vs VTSAX
0.09
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.