Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-17.48%
3 year
-28.86%
5 year
-27.69%
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
69 months through May 31, 2025Volatility (ann.)
15.73%
Sharpe
-1.48
Sortino
-1.49
Max drawdown
-82.81%
Best month
9.82%
Worst month
-21.09%
Beta vs VTSAX
0.85
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.