Average annual returns
Through 20241 year
12.17%
3 year
7.14%
5 year
8.73%
10 year
8.13%
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.)
15.02%
Sharpe
-2.93
Sortino
-2.03
Max drawdown
-96.58%
Best month
8.09%
Worst month
-21.89%
Beta vs VTSAX
0.71
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.