Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.89%
3 year
7.52%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
45 months through Dec. 31, 2024Volatility (ann.)
17.84%
Sharpe
0.42
Sortino
0.70
Max drawdown
-16.06%
Best month
14.12%
Worst month
-9.38%
Beta vs VTSAX
0.83
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.