Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.02%
3 year
3.78%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
63 months through April 30, 2025Volatility (ann.)
13.33%
Sharpe
0.14
Sortino
0.21
Max drawdown
-19.27%
Best month
8.18%
Worst month
-11.23%
Beta vs VTSAX
0.68
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.