Average annual returns
Through 20241 year
-2.09%
3 year
-9.79%
5 year
-12.79%
10 year
-2.66%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
72 months through June 30, 2025Volatility (ann.)
16.14%
Sharpe
-0.41
Sortino
-0.54
Max drawdown
-65.64%
Best month
21.86%
Worst month
-42.51%
Beta vs VTSAX
-0.17
Correlation
-0.18
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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