Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.27%
3 year
9.63%
5 year
5.76%
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.)
12.74%
Sharpe
0.80
Sortino
1.47
Max drawdown
-9.83%
Best month
7.31%
Worst month
-6.85%
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.