Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.66%
3 year
-0.46%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
69 months through Oct. 31, 2025Volatility (ann.)
12.58%
Sharpe
0.19
Sortino
0.28
Max drawdown
-14.84%
Best month
11.78%
Worst month
-7.98%
Beta vs VTSAX
0.71
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.