Average annual returns
Through 20241 year
12.29%
3 year
1.49%
5 year
10.13%
10 year
9.81%
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 Jan. 31, 2025Volatility (ann.)
21.83%
Sharpe
0.33
Sortino
0.54
Max drawdown
-31.74%
Best month
17.49%
Worst month
-19.89%
Beta vs VTSAX
1.16
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.