Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-7.90%
3 year
-8.19%
5 year
-6.66%
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.)
13.74%
Sharpe
-0.42
Sortino
-0.56
Max drawdown
-32.93%
Best month
12.11%
Worst month
-19.45%
Beta vs VTSAX
0.68
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.