Average annual returns
Through 20241 year
5.60%
3 year
1.38%
5 year
2.10%
10 year
2.88%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
72 months through July 31, 2025Volatility (ann.)
5.13%
Sharpe
0.96
Sortino
1.77
Max drawdown
-12.88%
Best month
4.08%
Worst month
-9.16%
Beta vs VTSAX
0.27
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.