Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
6.49%
3 year
3.20%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
45 months through Sept. 30, 2024Volatility (ann.)
2.42%
Sharpe
1.66
Sortino
3.71
Max drawdown
-3.14%
Best month
1.67%
Worst month
-2.02%
Beta vs VTSAX
0.05
Correlation
0.35
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.