Average annual returns
Through 20241 year
15.85%
3 year
4.47%
5 year
10.24%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
75 months through Oct. 31, 2025Volatility (ann.)
12.24%
Sharpe
1.54
Sortino
3.03
Max drawdown
-27.19%
Best month
9.90%
Worst month
-13.32%
Beta vs VTSAX
0.85
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.