Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.95%
3 year
8.69%
5 year
5.21%
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
69 months through April 30, 2025Volatility (ann.)
12.70%
Sharpe
0.72
Sortino
1.29
Max drawdown
-10.13%
Best month
7.18%
Worst month
-6.93%
Beta vs VTSAX
0.53
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.