Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.34%
3 year
-6.40%
5 year
2.60%
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
69 months through April 30, 2025Volatility (ann.)
21.40%
Sharpe
-0.14
Sortino
-0.22
Max drawdown
-42.88%
Best month
16.04%
Worst month
-14.31%
Beta vs VTSAX
1.02
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.