Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
26.15%
3 year
6.71%
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.)
21.16%
Sharpe
0.32
Sortino
0.49
Max drawdown
-31.31%
Best month
17.81%
Worst month
-23.86%
Beta vs VTSAX
1.13
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.