Average annual returns
Through 20241 year
24.41%
3 year
4.52%
5 year
13.06%
10 year
11.76%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
75 months through Oct. 31, 2025Volatility (ann.)
21.75%
Sharpe
-1.41
Sortino
-1.44
Max drawdown
-96.86%
Best month
13.16%
Worst month
-20.04%
Beta vs VTSAX
1.37
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.