Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
17.46%
3 year
4.47%
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.)
15.16%
Sharpe
0.54
Sortino
0.85
Max drawdown
-23.10%
Best month
8.74%
Worst month
-8.89%
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.