Average annual returns
Through 20241 year
11.81%
3 year
-1.74%
5 year
5.29%
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
66 months through Jan. 31, 2025Volatility (ann.)
12.13%
Sharpe
0.02
Sortino
0.02
Max drawdown
-22.78%
Best month
11.73%
Worst month
-9.86%
Beta vs VTSAX
0.35
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.