Average annual returns
Through 20241 year
26.83%
3 year
9.34%
5 year
11.17%
10 year
9.93%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
69 months through May 31, 2025Volatility (ann.)
16.02%
Sharpe
-2.54
Sortino
-1.96
Max drawdown
-96.25%
Best month
8.13%
Worst month
-22.85%
Beta vs VTSAX
0.82
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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