Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.52%
3 year
3.49%
5 year
11.82%
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.)
16.55%
Sharpe
0.41
Sortino
0.63
Max drawdown
-26.54%
Best month
11.94%
Worst month
-10.35%
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.