Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.74%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
27 months through Dec. 31, 2024Volatility (ann.)
21.69%
Sharpe
0.70
Sortino
1.39
Max drawdown
-13.83%
Best month
12.97%
Worst month
-7.25%
Beta vs VTSAX
1.23
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.