Average annual returns
Through 20241 year
11.98%
3 year
2.24%
5 year
10.98%
10 year
8.82%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
66 months through Feb. 28, 2025Volatility (ann.)
21.91%
Sharpe
0.15
Sortino
0.25
Max drawdown
-27.79%
Best month
15.10%
Worst month
-19.50%
Beta vs VTSAX
1.13
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.