Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
36.42%
3 year
8.95%
5 year
16.69%
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.)
18.77%
Sharpe
1.28
Sortino
2.26
Max drawdown
-41.31%
Best month
14.42%
Worst month
-11.68%
Beta vs VTSAX
-0.13
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.