Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.58%
3 year
2.53%
5 year
10.75%
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
66 months through Jan. 31, 2025Volatility (ann.)
16.52%
Sharpe
0.35
Sortino
0.53
Max drawdown
-27.08%
Best month
11.85%
Worst month
-10.41%
Beta vs VTSAX
0.91
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.