Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.09%
3 year
-3.42%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
52 months through June 30, 2025Volatility (ann.)
11.07%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-25.18%
Best month
8.41%
Worst month
-8.31%
Beta vs VTSAX
0.28
Correlation
0.42
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.