Average annual returns
Through 20241 year
1.90%
3 year
-5.58%
5 year
-0.03%
10 year
3.07%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
66 months through Feb. 28, 2025Volatility (ann.)
20.12%
Sharpe
-0.08
Sortino
-0.11
Max drawdown
-31.43%
Best month
12.08%
Worst month
-21.81%
Beta vs VTSAX
0.97
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.