Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
6.95%
3 year
-7.21%
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 Aug. 31, 2024Volatility (ann.)
13.96%
Sharpe
-0.54
Sortino
-0.66
Max drawdown
-30.65%
Best month
9.08%
Worst month
-10.96%
Beta vs VTSAX
0.76
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.