Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.90%
3 year
1.30%
5 year
7.21%
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 July 31, 2025Volatility (ann.)
19.87%
Sharpe
0.80
Sortino
1.42
Max drawdown
-45.05%
Best month
14.25%
Worst month
-20.96%
Beta vs VTSAX
1.17
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.