Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.18%
3 year
-6.01%
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.)
21.00%
Sharpe
-0.29
Sortino
-0.39
Max drawdown
-35.31%
Best month
16.70%
Worst month
-24.68%
Beta vs VTSAX
1.12
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.