Average annual returns
Through 20241 year
12.92%
3 year
4.22%
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
45 months through June 30, 2025Volatility (ann.)
20.11%
Sharpe
0.58
Sortino
1.05
Max drawdown
-22.69%
Best month
11.43%
Worst month
-9.27%
Beta vs VTSAX
1.14
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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