Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.06%
3 year
1.66%
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
51 months through Sept. 30, 2024Volatility (ann.)
16.92%
Sharpe
0.15
Sortino
0.24
Max drawdown
-25.19%
Best month
10.30%
Worst month
-9.53%
Beta vs VTSAX
0.76
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.