Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.03%
3 year
4.86%
5 year
8.55%
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.)
19.59%
Sharpe
0.35
Sortino
0.57
Max drawdown
-29.32%
Best month
11.42%
Worst month
-19.79%
Beta vs VTSAX
1.00
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.