Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-18.17%
3 year
-30.77%
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.)
20.39%
Sharpe
-1.51
Sortino
-1.49
Max drawdown
-76.99%
Best month
13.62%
Worst month
-26.54%
Beta vs VTSAX
1.09
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.