Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-27.02%
3 year
-30.29%
5 year
-29.25%
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.)
14.84%
Sharpe
-1.87
Sortino
-1.69
Max drawdown
-84.02%
Best month
10.65%
Worst month
-20.05%
Beta vs VTSAX
0.73
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.