Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.50%
3 year
6.23%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
66 months through July 31, 2025Volatility (ann.)
9.17%
Sharpe
0.59
Sortino
0.90
Max drawdown
-14.48%
Best month
6.09%
Worst month
-7.48%
Beta vs VTSAX
0.31
Correlation
0.53
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.