Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-29.66%
3 year
-33.09%
5 year
-29.93%
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.)
13.81%
Sharpe
-1.74
Sortino
-1.64
Max drawdown
-84.90%
Best month
9.25%
Worst month
-18.81%
Beta vs VTSAX
0.70
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.