Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
22.66%
3 year
5.88%
5 year
13.00%
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
0.60
Sortino
0.96
Max drawdown
-28.51%
Best month
12.22%
Worst month
-9.77%
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.