Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
26.81%
3 year
10.29%
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
42 months through May 31, 2024Volatility (ann.)
17.46%
Sharpe
0.55
Sortino
0.87
Max drawdown
-23.51%
Best month
9.18%
Worst month
-8.84%
Beta vs VTSAX
0.96
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.