Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.14%
3 year
-5.10%
5 year
0.72%
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.)
19.44%
Sharpe
-0.06
Sortino
-0.08
Max drawdown
-29.73%
Best month
10.44%
Worst month
-20.23%
Beta vs VTSAX
0.96
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.