Average annual returns
Through 20241 year
16.17%
3 year
5.97%
5 year
6.89%
10 year
4.43%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
66 months through July 31, 2025Volatility (ann.)
9.19%
Sharpe
0.56
Sortino
0.86
Max drawdown
-14.50%
Best month
6.01%
Worst month
-7.46%
Beta vs VTSAX
0.31
Correlation
0.53
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.