Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.15%
3 year
-3.22%
5 year
8.59%
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.)
15.31%
Sharpe
-0.19
Sortino
-0.29
Max drawdown
-23.97%
Best month
13.46%
Worst month
-10.31%
Beta vs VTSAX
0.61
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.