Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-34.40%
3 year
-38.44%
5 year
-34.65%
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.)
18.94%
Sharpe
-1.81
Sortino
-1.65
Max drawdown
-89.73%
Best month
6.53%
Worst month
-23.06%
Beta vs VTSAX
0.89
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.