Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.24%
3 year
5.48%
5 year
12.58%
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.)
17.49%
Sharpe
0.57
Sortino
0.91
Max drawdown
-28.76%
Best month
12.26%
Worst month
-9.79%
Beta vs VTSAX
0.99
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.