Average annual returns
Through 20241 year
22.51%
3 year
-1.89%
5 year
11.79%
10 year
11.01%
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 July 31, 2025Volatility (ann.)
21.14%
Sharpe
0.52
Sortino
0.86
Max drawdown
-35.12%
Best month
16.27%
Worst month
-15.13%
Beta vs VTSAX
1.21
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.