Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.64%
3 year
3.11%
5 year
10.87%
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.)
18.63%
Sharpe
0.40
Sortino
0.64
Max drawdown
-20.96%
Best month
13.29%
Worst month
-12.81%
Beta vs VTSAX
0.98
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.