Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.90%
3 year
-14.45%
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.)
27.14%
Sharpe
-0.56
Sortino
-0.75
Max drawdown
-57.64%
Best month
21.52%
Worst month
-17.12%
Beta vs VTSAX
0.97
Correlation
0.65
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.