Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.72%
3 year
-1.12%
5 year
1.82%
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.)
8.41%
Sharpe
0.61
Sortino
1.00
Max drawdown
-19.51%
Best month
5.71%
Worst month
-7.13%
Beta vs VTSAX
0.00
Correlation
0.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.