Average annual returns
Through 20241 year
1.50%
3 year
-11.08%
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
52 months through July 31, 2025Volatility (ann.)
22.58%
Sharpe
0.20
Sortino
0.32
Max drawdown
-48.60%
Best month
14.36%
Worst month
-16.41%
Beta vs VTSAX
1.24
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.