Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
13.15%
3 year
0.80%
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
63 months through Oct. 31, 2024Volatility (ann.)
11.96%
Sharpe
0.08
Sortino
0.11
Max drawdown
-20.94%
Best month
6.57%
Worst month
-8.22%
Beta vs VTSAX
0.64
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.