Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.03%
3 year
3.04%
5 year
6.18%
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 Jan. 31, 2025Volatility (ann.)
10.85%
Sharpe
0.38
Sortino
0.57
Max drawdown
-17.43%
Best month
9.80%
Worst month
-12.25%
Beta vs VTSAX
0.56
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.