Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.04%
3 year
-5.58%
5 year
7.00%
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.)
24.46%
Sharpe
-0.12
Sortino
-0.18
Max drawdown
-43.91%
Best month
16.63%
Worst month
-16.80%
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.