Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.86%
3 year
-2.32%
5 year
-0.48%
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.)
16.42%
Sharpe
-0.07
Sortino
-0.09
Max drawdown
-26.09%
Best month
14.29%
Worst month
-14.85%
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.