Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.42%
3 year
4.19%
5 year
7.64%
10 year
8.75%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2024 onward derived from N-PORT monthly returnsRisk statistics
66 months through Dec. 31, 2024Volatility (ann.)
14.22%
Sharpe
0.29
Sortino
0.44
Max drawdown
-21.76%
Best month
8.63%
Worst month
-11.98%
Beta vs VTSAX
0.76
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.