Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
27.52%
3 year
—
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
2024 onward derived from N-PORT monthly returnsRisk statistics
29 months through July 31, 2025Volatility (ann.)
14.91%
Sharpe
1.77
Sortino
3.78
Max drawdown
-10.00%
Best month
11.28%
Worst month
-7.19%
Beta vs VTSAX
1.01
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.