Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-17.99%
3 year
-26.78%
5 year
-25.70%
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
72 months through Aug. 31, 2025Volatility (ann.)
16.24%
Sharpe
-0.87
Sortino
-1.02
Max drawdown
-79.74%
Best month
12.17%
Worst month
-18.41%
Beta vs VTSAX
0.96
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.