Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.88%
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
2024 onward derived from N-PORT monthly returnsRisk statistics
27 months through April 30, 2025Volatility (ann.)
18.16%
Sharpe
0.30
Sortino
0.53
Max drawdown
-15.21%
Best month
10.28%
Worst month
-6.46%
Beta vs VTSAX
1.19
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.