Average annual returns
Through 20241 year
7.39%
3 year
-1.73%
5 year
8.49%
10 year
9.54%
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.)
19.20%
Sharpe
0.39
Sortino
0.64
Max drawdown
-31.22%
Best month
16.16%
Worst month
-15.37%
Beta vs VTSAX
1.15
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.