Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
27.49%
3 year
-2.86%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
60 months through June 30, 2024Volatility (ann.)
24.91%
Sharpe
-0.27
Sortino
-0.37
Max drawdown
-43.15%
Best month
20.61%
Worst month
-14.86%
Beta vs VTSAX
1.25
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.