Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-16.58%
3 year
-28.61%
5 year
-29.07%
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 July 31, 2025Volatility (ann.)
16.79%
Sharpe
-1.36
Sortino
-1.38
Max drawdown
-84.58%
Best month
7.36%
Worst month
-16.66%
Beta vs VTSAX
0.58
Correlation
0.54
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.