Average annual returns
Through 20241 year
11.32%
3 year
2.32%
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.)
17.02%
Sharpe
0.59
Sortino
0.98
Max drawdown
-26.46%
Best month
9.38%
Worst month
-10.07%
Beta vs VTSAX
1.00
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.