Average annual returns
Through 20241 year
22.93%
3 year
9.48%
5 year
9.76%
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
72 months through June 30, 2025Volatility (ann.)
21.62%
Sharpe
0.78
Sortino
1.40
Max drawdown
-40.05%
Best month
16.51%
Worst month
-28.81%
Beta vs VTSAX
1.12
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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