Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-9.00%
3 year
-19.64%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
60 months through Feb. 28, 2025Volatility (ann.)
31.17%
Sharpe
-0.48
Sortino
-0.71
Max drawdown
-67.87%
Best month
22.96%
Worst month
-18.25%
Beta vs VTSAX
0.91
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.