Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.59%
3 year
-2.99%
5 year
6.04%
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.)
12.89%
Sharpe
-0.12
Sortino
-0.17
Max drawdown
-24.82%
Best month
11.10%
Worst month
-9.24%
Beta vs VTSAX
0.61
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.