Average annual returns
Through 20241 year
4.57%
3 year
-0.92%
5 year
—
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
63 months through Aug. 31, 2025Volatility (ann.)
24.62%
Sharpe
0.61
Sortino
1.05
Max drawdown
-40.86%
Best month
19.56%
Worst month
-13.85%
Beta vs VTSAX
1.45
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.