Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.77%
3 year
2.43%
5 year
6.68%
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.)
11.43%
Sharpe
0.94
Sortino
1.61
Max drawdown
-24.87%
Best month
8.53%
Worst month
-11.61%
Beta vs VTSAX
-0.05
Correlation
-0.07
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.