Average annual returns
Through 20241 year
35.03%
3 year
11.13%
5 year
23.41%
10 year
21.65%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
75 months through Oct. 31, 2025Volatility (ann.)
22.59%
Sharpe
-0.89
Sortino
-1.06
Max drawdown
-94.66%
Best month
11.30%
Worst month
-18.50%
Beta vs VTSAX
1.25
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.