Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-21.10%
3 year
-31.55%
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.)
13.54%
Sharpe
-2.34
Sortino
-1.90
Max drawdown
-79.75%
Best month
6.32%
Worst month
-13.19%
Beta vs VTSAX
0.74
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.