Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.87%
3 year
-10.32%
5 year
-13.39%
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
72 months through June 30, 2025Volatility (ann.)
16.04%
Sharpe
-0.45
Sortino
-0.58
Max drawdown
-66.00%
Best month
21.69%
Worst month
-42.61%
Beta vs VTSAX
-0.17
Correlation
-0.17
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.