Average annual returns
Through 20241 year
28.26%
3 year
9.76%
5 year
9.07%
10 year
9.24%
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 July 31, 2025Volatility (ann.)
17.52%
Sharpe
-2.25
Sortino
-1.83
Max drawdown
-96.75%
Best month
5.12%
Worst month
-18.58%
Beta vs VTSAX
0.57
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.