Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.83%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
27 months through Jan. 31, 2025Volatility (ann.)
31.03%
Sharpe
0.40
Sortino
0.66
Max drawdown
-24.66%
Best month
19.42%
Worst month
-15.45%
Beta vs VTSAX
1.74
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.