Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
2.13%
3 year
7.15%
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
63 months through Sept. 30, 2024Volatility (ann.)
15.53%
Sharpe
0.40
Sortino
0.65
Max drawdown
-26.49%
Best month
11.99%
Worst month
-15.21%
Beta vs VTSAX
0.75
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.