Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-11.05%
3 year
-16.53%
5 year
-11.38%
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.)
19.35%
Sharpe
-0.64
Sortino
-0.79
Max drawdown
-48.68%
Best month
9.27%
Worst month
-21.03%
Beta vs VTSAX
0.95
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.