Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.96%
3 year
0.64%
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
60 months through June 30, 2025Volatility (ann.)
15.66%
Sharpe
0.67
Sortino
1.16
Max drawdown
-25.48%
Best month
10.02%
Worst month
-7.96%
Beta vs VTSAX
0.93
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.