Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.36%
3 year
-1.00%
5 year
4.82%
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 March 31, 2025Volatility (ann.)
19.14%
Sharpe
-0.12
Sortino
-0.18
Max drawdown
-32.85%
Best month
16.14%
Worst month
-24.94%
Beta vs VTSAX
0.94
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.