Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.54%
3 year
-6.02%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
54 months through Dec. 31, 2024Volatility (ann.)
19.76%
Sharpe
-0.30
Sortino
-0.43
Max drawdown
-33.45%
Best month
13.24%
Worst month
-10.12%
Beta vs VTSAX
0.74
Correlation
0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.