Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.47%
3 year
7.12%
5 year
8.65%
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
71 months through June 30, 2025Volatility (ann.)
17.80%
Sharpe
1.11
Sortino
2.18
Max drawdown
-32.62%
Best month
13.19%
Worst month
-19.76%
Beta vs VTSAX
0.98
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.