Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-30.98%
3 year
-38.48%
5 year
-33.80%
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
75 months through Oct. 31, 2025Volatility (ann.)
17.25%
Sharpe
-1.37
Sortino
-1.41
Max drawdown
-89.78%
Best month
8.48%
Worst month
-20.78%
Beta vs VTSAX
1.01
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.