Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-11.98%
3 year
-12.25%
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
57 months through Oct. 31, 2024Volatility (ann.)
8.11%
Sharpe
-1.05
Sortino
-1.18
Max drawdown
-36.40%
Best month
4.32%
Worst month
-6.21%
Beta vs VTSAX
-0.31
Correlation
-0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.