Average annual returns
Through 20241 year
12.30%
3 year
3.24%
5 year
11.55%
10 year
10.81%
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.)
16.55%
Sharpe
0.40
Sortino
0.60
Max drawdown
-26.71%
Best month
11.94%
Worst month
-10.37%
Beta vs VTSAX
0.91
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.