Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-50.47%
3 year
-53.50%
5 year
-50.64%
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
69 months through April 30, 2025Volatility (ann.)
18.84%
Sharpe
-2.63
Sortino
-1.90
Max drawdown
-97.85%
Best month
4.01%
Worst month
-24.84%
Beta vs VTSAX
0.85
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.