Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
19.97%
3 year
2.11%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
43 months through June 30, 2025Volatility (ann.)
14.83%
Sharpe
0.99
Sortino
1.70
Max drawdown
-28.57%
Best month
8.58%
Worst month
-9.52%
Beta vs VTSAX
0.87
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.