Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-50.97%
3 year
-51.86%
5 year
-50.90%
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
66 months through Jan. 31, 2025Volatility (ann.)
17.84%
Sharpe
-2.84
Sortino
-1.98
Max drawdown
-97.79%
Best month
8.37%
Worst month
-20.57%
Beta vs VTIAX
1.04
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.