Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.01%
3 year
-0.88%
5 year
2.06%
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.)
8.42%
Sharpe
0.64
Sortino
1.06
Max drawdown
-19.52%
Best month
5.76%
Worst month
-7.12%
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.