Average annual returns
Through 20241 year
3.67%
3 year
-2.31%
5 year
5.17%
10 year
5.85%
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 Nov. 30, 2025Volatility (ann.)
19.87%
Sharpe
0.29
Sortino
0.48
Max drawdown
-32.83%
Best month
15.87%
Worst month
-24.30%
Beta vs VTSAX
1.26
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.