Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.57%
3 year
5.17%
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.)
16.28%
Sharpe
0.32
Sortino
0.49
Max drawdown
-25.26%
Best month
8.90%
Worst month
-9.33%
Beta vs VTSAX
0.86
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.