Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
20.25%
3 year
2.34%
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.)
14.86%
Sharpe
1.00
Sortino
1.73
Max drawdown
-28.54%
Best month
8.70%
Worst month
-9.51%
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.