Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.74%
3 year
3.80%
5 year
9.87%
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
69 months through March 31, 2025Volatility (ann.)
22.14%
Sharpe
0.18
Sortino
0.31
Max drawdown
-33.16%
Best month
15.55%
Worst month
-21.55%
Beta vs VTSAX
1.08
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.