Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.70%
3 year
4.77%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
63 months through June 30, 2025Volatility (ann.)
17.44%
Sharpe
0.79
Sortino
1.46
Max drawdown
-21.84%
Best month
11.69%
Worst month
-11.52%
Beta vs VTSAX
0.98
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.