Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.98%
3 year
3.51%
5 year
10.83%
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 Dec. 31, 2024Volatility (ann.)
17.08%
Sharpe
0.21
Sortino
0.30
Max drawdown
-25.70%
Best month
12.95%
Worst month
-11.85%
Beta vs VTSAX
0.93
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.