Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.03%
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
26 months through Jan. 31, 2025Volatility (ann.)
7.81%
Sharpe
0.61
Sortino
0.98
Max drawdown
-7.28%
Best month
4.22%
Worst month
-3.86%
Beta vs VTSAX
0.41
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.