Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-12.14%
3 year
-27.70%
5 year
-19.73%
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.)
21.52%
Sharpe
-0.03
Sortino
-0.04
Max drawdown
-75.64%
Best month
11.28%
Worst month
-16.58%
Beta vs VTSAX
1.26
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.