Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-7.89%
3 year
-12.72%
5 year
-10.31%
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.)
8.87%
Sharpe
-1.30
Sortino
-1.36
Max drawdown
-43.40%
Best month
4.04%
Worst month
-6.31%
Beta vs VTSAX
0.46
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.