Average annual returns
Through 20241 year
-2.44%
3 year
-1.80%
5 year
8.95%
10 year
5.52%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
81 months through March 31, 2026Volatility (ann.)
18.16%
Sharpe
0.44
Sortino
0.70
Max drawdown
-27.23%
Best month
12.69%
Worst month
-16.40%
Beta vs VTSAX
0.93
Correlation
0.64
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.