Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.57%
3 year
4.57%
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
37 months through Jan. 31, 2025Volatility (ann.)
15.17%
Sharpe
0.54
Sortino
0.86
Max drawdown
-22.99%
Best month
8.73%
Worst month
-8.77%
Beta vs VTSAX
0.84
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.