Average annual returns
Through 20241 year
1.93%
3 year
—
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
Risk statistics
30 months through March 31, 2025Volatility (ann.)
24.24%
Sharpe
-0.09
Sortino
-0.13
Max drawdown
-24.07%
Best month
11.89%
Worst month
-13.12%
Beta vs VTSAX
1.33
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.