Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-31.92%
3 year
-36.07%
5 year
-31.49%
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.)
15.26%
Sharpe
-1.00
Sortino
-1.15
Max drawdown
-86.32%
Best month
9.00%
Worst month
-16.16%
Beta vs VTIAX
1.02
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.