Average annual returns
Through 20241 year
11.75%
3 year
2.60%
5 year
9.84%
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
72 months through June 30, 2025Volatility (ann.)
18.63%
Sharpe
0.57
Sortino
1.00
Max drawdown
-31.48%
Best month
15.27%
Worst month
-17.87%
Beta vs VTSAX
-0.18
Correlation
-0.16
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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