Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
19.50%
3 year
-0.97%
5 year
9.70%
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 Jan. 31, 2025Volatility (ann.)
22.91%
Sharpe
0.31
Sortino
0.52
Max drawdown
-32.75%
Best month
12.50%
Worst month
-13.70%
Beta vs VTSAX
1.19
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.