Average annual returns
Through 20241 year
12.25%
3 year
1.94%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
59 months through Oct. 31, 2025Volatility (ann.)
13.97%
Sharpe
0.61
Sortino
0.99
Max drawdown
-19.68%
Best month
9.81%
Worst month
-11.20%
Beta vs VTSAX
0.65
Correlation
0.63
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.