Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-32.42%
3 year
-22.38%
5 year
-27.12%
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.)
18.01%
Sharpe
-1.46
Sortino
-1.46
Max drawdown
-85.18%
Best month
24.14%
Worst month
-38.59%
Beta vs VTSAX
0.54
Correlation
0.40
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.