Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-46.05%
3 year
-49.53%
5 year
-45.62%
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
69 months through April 30, 2025Volatility (ann.)
13.09%
Sharpe
-3.30
Sortino
-2.14
Max drawdown
-96.46%
Best month
3.28%
Worst month
-14.43%
Beta vs VTSAX
0.58
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.