Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-32.10%
3 year
-32.30%
5 year
-31.17%
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.)
13.78%
Sharpe
-2.00
Sortino
-1.77
Max drawdown
-87.23%
Best month
9.15%
Worst month
-21.44%
Beta vs VTSAX
0.67
Correlation
0.75
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.