Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.06%
3 year
-3.27%
5 year
6.91%
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.)
17.48%
Sharpe
0.07
Sortino
0.10
Max drawdown
-33.20%
Best month
12.51%
Worst month
-11.48%
Beta vs VTSAX
0.97
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.