Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.23%
3 year
-6.27%
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
49 months through Dec. 31, 2024Volatility (ann.)
19.70%
Sharpe
-0.32
Sortino
-0.45
Max drawdown
-33.75%
Best month
13.16%
Worst month
-10.11%
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.