Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
35.68%
3 year
0.63%
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
47 months through April 30, 2025Volatility (ann.)
56.22%
Sharpe
-0.11
Sortino
-0.18
Max drawdown
-66.92%
Best month
40.49%
Worst month
-33.78%
Beta vs VTSAX
2.91
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.