Average annual returns
Through 20241 year
-21.84%
3 year
-22.17%
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
44 months through May 31, 2025Volatility (ann.)
22.81%
Sharpe
-0.67
Sortino
-0.84
Max drawdown
-56.90%
Best month
10.23%
Worst month
-16.20%
Beta vs VTIAX
-0.32
Correlation
-0.23
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.