Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-46.94%
3 year
-48.24%
5 year
-48.46%
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.)
16.03%
Sharpe
-2.39
Sortino
-1.90
Max drawdown
-97.28%
Best month
4.08%
Worst month
-22.44%
Beta vs VTIAX
0.80
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.