Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-48.72%
3 year
-48.87%
5 year
-48.02%
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
72 months through July 31, 2025Volatility (ann.)
14.47%
Sharpe
-2.97
Sortino
-2.06
Max drawdown
-97.33%
Best month
6.64%
Worst month
-23.30%
Beta vs VTSAX
0.65
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.