Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-21.19%
3 year
-27.97%
5 year
-26.63%
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
66 months through Feb. 28, 2025Volatility (ann.)
15.95%
Sharpe
-1.70
Sortino
-1.61
Max drawdown
-79.75%
Best month
11.28%
Worst month
-16.97%
Beta vs VTSAX
0.87
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.