Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.14%
3 year
0.79%
5 year
3.41%
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.)
13.37%
Sharpe
0.20
Sortino
0.29
Max drawdown
-21.93%
Best month
8.00%
Worst month
-10.48%
Beta vs VTSAX
0.72
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.