Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-38.19%
3 year
-47.71%
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
60 months through July 31, 2024Volatility (ann.)
19.94%
Sharpe
-2.39
Sortino
-1.84
Max drawdown
-94.34%
Best month
10.99%
Worst month
-28.23%
Beta vs VTSAX
1.07
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.