Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
36.10%
3 year
8.68%
5 year
16.41%
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.)
18.70%
Sharpe
1.27
Sortino
2.22
Max drawdown
-41.31%
Best month
14.32%
Worst month
-11.75%
Beta vs VTSAX
-0.12
Correlation
-0.11
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.