Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.15%
3 year
2.32%
5 year
6.62%
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.)
12.32%
Sharpe
0.36
Sortino
0.54
Max drawdown
-20.30%
Best month
9.74%
Worst month
-10.22%
Beta vs VTSAX
0.69
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.