Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.51%
3 year
—
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2023 onward derived from N-PORT monthly returnsRisk statistics
27 months through Jan. 31, 2025Volatility (ann.)
8.73%
Sharpe
0.93
Sortino
1.75
Max drawdown
-6.88%
Best month
6.74%
Worst month
-3.79%
Beta vs VTSAX
0.45
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.