Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.03%
3 year
-3.29%
5 year
6.24%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
69 months through April 30, 2025Volatility (ann.)
24.53%
Sharpe
-0.34
Sortino
-0.47
Max drawdown
-38.43%
Best month
22.41%
Worst month
-16.89%
Beta vs VTSAX
0.81
Correlation
0.55
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.