Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
26.05%
3 year
7.84%
5 year
13.58%
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
68 months through March 31, 2025Volatility (ann.)
18.09%
Sharpe
0.46
Sortino
0.71
Max drawdown
-24.65%
Best month
13.54%
Worst month
-16.86%
Beta vs VTSAX
0.99
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.