Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.75%
3 year
3.30%
5 year
7.71%
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.)
13.11%
Sharpe
0.97
Sortino
1.70
Max drawdown
-27.61%
Best month
10.01%
Worst month
-13.19%
Beta vs VTSAX
-0.06
Correlation
-0.08
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.