Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.69%
3 year
0.50%
5 year
6.64%
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 June 30, 2025Volatility (ann.)
19.36%
Sharpe
0.40
Sortino
0.67
Max drawdown
-28.47%
Best month
14.94%
Worst month
-19.54%
Beta vs VTSAX
1.08
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.