Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.24%
3 year
-1.94%
5 year
8.25%
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.)
19.18%
Sharpe
0.38
Sortino
0.61
Max drawdown
-31.35%
Best month
16.11%
Worst month
-15.41%
Beta vs VTSAX
1.15
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.