Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.73%
3 year
-0.17%
5 year
8.25%
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
69 months through April 30, 2025Volatility (ann.)
13.33%
Sharpe
0.31
Sortino
0.49
Max drawdown
-22.31%
Best month
9.61%
Worst month
-9.30%
Beta vs VTSAX
0.67
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.