Average annual returns
Through 20241 year
18.69%
3 year
-4.11%
5 year
—
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
62 months through July 31, 2025Volatility (ann.)
22.12%
Sharpe
0.57
Sortino
0.93
Max drawdown
-48.02%
Best month
14.45%
Worst month
-13.55%
Beta vs VTSAX
1.07
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.