Average annual returns
Through 20241 year
12.39%
3 year
1.00%
5 year
9.64%
10 year
9.30%
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 Jan. 31, 2025Volatility (ann.)
21.87%
Sharpe
0.31
Sortino
0.50
Max drawdown
-32.16%
Best month
17.77%
Worst month
-20.22%
Beta vs VTSAX
1.17
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.