Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.75%
3 year
4.39%
5 year
6.80%
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.)
11.46%
Sharpe
1.10
Sortino
1.97
Max drawdown
-25.50%
Best month
12.37%
Worst month
-19.40%
Beta vs VTSAX
0.66
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.