Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-4.60%
3 year
-9.32%
5 year
-4.98%
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.)
13.40%
Sharpe
-0.16
Sortino
-0.22
Max drawdown
-29.58%
Best month
12.15%
Worst month
-16.71%
Beta vs VTSAX
0.72
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.