Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
21.67%
3 year
5.62%
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 Aug. 31, 2024Volatility (ann.)
14.03%
Sharpe
0.38
Sortino
0.57
Max drawdown
-22.15%
Best month
10.23%
Worst month
-9.99%
Beta vs VTSAX
0.77
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.