Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.43%
3 year
2.68%
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
39 months through Jan. 31, 2025Volatility (ann.)
15.18%
Sharpe
0.31
Sortino
0.47
Max drawdown
-15.95%
Best month
9.94%
Worst month
-7.91%
Beta vs VTSAX
0.80
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.