Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
20.94%
3 year
9.70%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
53 months through Sept. 30, 2024Volatility (ann.)
17.06%
Sharpe
0.37
Sortino
0.59
Max drawdown
-22.72%
Best month
12.31%
Worst month
-9.33%
Beta vs VTSAX
0.90
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.