Average annual returns
Through 20241 year
12.92%
3 year
-0.87%
5 year
8.24%
10 year
8.06%
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 Oct. 31, 2025Volatility (ann.)
20.60%
Sharpe
0.39
Sortino
0.65
Max drawdown
-32.59%
Best month
17.65%
Worst month
-20.47%
Beta vs VTSAX
0.67
Correlation
0.44
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.