Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.86%
3 year
0.64%
5 year
4.16%
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.)
9.76%
Sharpe
0.81
Sortino
1.35
Max drawdown
-22.16%
Best month
6.58%
Worst month
-9.35%
Beta vs VTSAX
-0.02
Correlation
-0.04
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.