Average annual returns
Through 20241 year
21.13%
3 year
10.73%
5 year
12.79%
10 year
10.94%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
66 months through Feb. 28, 2025Volatility (ann.)
15.59%
Sharpe
-2.88
Sortino
-2.02
Max drawdown
-95.67%
Best month
8.73%
Worst month
-18.85%
Beta vs VTSAX
0.85
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.