Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-48.58%
3 year
-51.73%
5 year
-48.27%
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.)
16.41%
Sharpe
-1.94
Sortino
-1.75
Max drawdown
-97.15%
Best month
6.47%
Worst month
-18.11%
Beta vs VTIAX
1.03
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.