Average annual returns
Through 20241 year
8.16%
3 year
2.84%
5 year
7.72%
10 year
7.20%
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 Aug. 31, 2025Volatility (ann.)
14.86%
Sharpe
-2.68
Sortino
-2.00
Max drawdown
-96.77%
Best month
6.75%
Worst month
-20.66%
Beta vs VTSAX
0.69
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.