Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-9.60%
3 year
-6.66%
5 year
-3.38%
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.)
11.48%
Sharpe
-0.59
Sortino
-0.75
Max drawdown
-24.30%
Best month
12.20%
Worst month
-14.05%
Beta vs VTSAX
0.54
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.