Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.26%
3 year
1.06%
5 year
4.21%
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
64 months through Dec. 31, 2024Volatility (ann.)
9.39%
Sharpe
0.11
Sortino
0.17
Max drawdown
-16.32%
Best month
5.84%
Worst month
-8.58%
Beta vs VTSAX
0.49
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.