Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.57%
3 year
-5.31%
5 year
7.38%
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
68 months through March 31, 2025Volatility (ann.)
24.45%
Sharpe
-0.11
Sortino
-0.16
Max drawdown
-43.68%
Best month
16.67%
Worst month
-16.76%
Beta vs VTSAX
1.27
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.