Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.34%
3 year
1.13%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
42 months through March 31, 2025Volatility (ann.)
19.82%
Sharpe
0.23
Sortino
0.37
Max drawdown
-26.08%
Best month
14.03%
Worst month
-10.87%
Beta vs VTSAX
1.02
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.