Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.60%
3 year
-5.88%
5 year
-0.35%
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
66 months through Feb. 28, 2025Volatility (ann.)
20.20%
Sharpe
-0.09
Sortino
-0.13
Max drawdown
-32.06%
Best month
12.02%
Worst month
-21.79%
Beta vs VTSAX
0.98
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.