Average annual returns
Through 20241 year
21.98%
3 year
4.09%
5 year
11.79%
10 year
10.49%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
69 months through Oct. 31, 2025Volatility (ann.)
14.47%
Sharpe
2.21
Sortino
4.98
Max drawdown
-43.46%
Best month
14.61%
Worst month
-15.32%
Beta vs VTSAX
0.96
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.