Average annual returns
Through 20241 year
7.08%
3 year
1.68%
5 year
6.84%
10 year
6.63%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
69 months through March 31, 2025Volatility (ann.)
20.54%
Sharpe
-0.74
Sortino
-0.93
Max drawdown
-41.42%
Best month
16.33%
Worst month
-24.93%
Beta vs VTSAX
0.95
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.