Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
21.42%
3 year
11.00%
5 year
13.07%
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 Feb. 28, 2025Volatility (ann.)
16.51%
Sharpe
0.75
Sortino
1.25
Max drawdown
-23.60%
Best month
15.37%
Worst month
-13.89%
Beta vs VTSAX
0.90
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.