Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.73%
3 year
3.91%
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.)
17.47%
Sharpe
0.74
Sortino
1.34
Max drawdown
-22.32%
Best month
11.80%
Worst month
-11.56%
Beta vs VTSAX
0.99
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.