Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
36.44%
3 year
7.41%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
60 months through Feb. 28, 2025Volatility (ann.)
14.72%
Sharpe
0.39
Sortino
0.60
Max drawdown
-26.23%
Best month
23.54%
Worst month
-7.39%
Beta vs VTSAX
0.25
Correlation
0.29
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.