Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.03%
3 year
-5.50%
5 year
-4.08%
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.)
15.13%
Sharpe
-0.29
Sortino
-0.39
Max drawdown
-29.75%
Best month
13.63%
Worst month
-18.04%
Beta vs VTSAX
0.77
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.