Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-6.19%
3 year
-12.25%
5 year
-4.81%
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.)
13.13%
Sharpe
-0.55
Sortino
-0.70
Max drawdown
-37.52%
Best month
8.53%
Worst month
-10.35%
Beta vs VTSAX
0.66
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.