Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-19.10%
3 year
-32.02%
5 year
-26.46%
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
75 months through Oct. 31, 2025Volatility (ann.)
21.14%
Sharpe
-0.65
Sortino
-0.82
Max drawdown
-84.96%
Best month
15.79%
Worst month
-18.13%
Beta vs VTSAX
1.39
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.