Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
21.47%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
28 months through Aug. 31, 2024Volatility (ann.)
17.08%
Sharpe
0.97
Sortino
1.69
Max drawdown
-12.55%
Best month
9.56%
Worst month
-8.03%
Beta vs VTSAX
0.94
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.