Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
21.97%
3 year
-2.35%
5 year
11.23%
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 July 31, 2025Volatility (ann.)
21.12%
Sharpe
0.50
Sortino
0.81
Max drawdown
-35.79%
Best month
16.15%
Worst month
-15.14%
Beta vs VTSAX
1.21
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.