Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
13.62%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
37 months through Oct. 31, 2024Volatility (ann.)
18.29%
Sharpe
0.18
Sortino
0.29
Max drawdown
-22.34%
Best month
10.07%
Worst month
-8.35%
Beta vs VTSAX
0.97
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.