Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-5.70%
3 year
-11.58%
5 year
-8.87%
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.)
10.71%
Sharpe
-0.93
Sortino
-1.04
Max drawdown
-38.60%
Best month
4.63%
Worst month
-7.46%
Beta vs VTSAX
0.59
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.