Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.76%
3 year
4.92%
5 year
9.79%
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.)
21.08%
Sharpe
0.47
Sortino
0.86
Max drawdown
-35.39%
Best month
14.77%
Worst month
-25.68%
Beta vs VTSAX
1.04
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.