Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.93%
3 year
-10.85%
5 year
-7.93%
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.)
12.50%
Sharpe
-0.71
Sortino
-0.83
Max drawdown
-36.27%
Best month
5.69%
Worst month
-9.45%
Beta vs VTSAX
0.70
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.