Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.25%
3 year
-2.08%
5 year
11.61%
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
0.51
Sortino
0.84
Max drawdown
-35.28%
Best month
16.16%
Worst month
-15.16%
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.