Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.88%
3 year
2.81%
5 year
7.64%
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 June 30, 2025Volatility (ann.)
22.21%
Sharpe
0.38
Sortino
0.65
Max drawdown
-35.19%
Best month
18.55%
Worst month
-25.21%
Beta vs VTSAX
1.20
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.