Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.36%
3 year
8.50%
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
54 months through Jan. 31, 2024Volatility (ann.)
14.62%
Sharpe
0.66
Sortino
1.06
Max drawdown
-21.56%
Best month
11.00%
Worst month
-13.28%
Beta vs VTSAX
0.75
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.