Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.90%
3 year
-3.11%
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
47 months through March 31, 2025Volatility (ann.)
24.46%
Sharpe
-0.16
Sortino
-0.24
Max drawdown
-31.90%
Best month
11.83%
Worst month
-10.46%
Beta vs VTSAX
1.18
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.