Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.28%
3 year
4.45%
5 year
5.66%
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.)
21.86%
Sharpe
0.38
Sortino
0.67
Max drawdown
-35.14%
Best month
14.82%
Worst month
-22.88%
Beta vs VTSAX
1.14
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.