Average annual returns
Through 20241 year
3.87%
3 year
19.33%
5 year
12.05%
10 year
4.05%
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.)
19.10%
Sharpe
-2.13
Sortino
-1.78
Max drawdown
-96.91%
Best month
21.21%
Worst month
-40.02%
Beta vs VTSAX
0.53
Correlation
0.37
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.