Average annual returns
Through 20241 year
16.96%
3 year
2.57%
5 year
9.94%
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
73 months through July 31, 2025Volatility (ann.)
20.96%
Sharpe
0.57
Sortino
0.99
Max drawdown
-33.16%
Best month
18.30%
Worst month
-21.31%
Beta vs VTSAX
1.23
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.