Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.96%
3 year
-0.07%
5 year
7.10%
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.)
22.97%
Sharpe
0.23
Sortino
0.39
Max drawdown
-37.24%
Best month
18.64%
Worst month
-25.77%
Beta vs VTSAX
-0.31
Correlation
-0.22
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.