Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.20%
3 year
6.46%
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 June 30, 2024Volatility (ann.)
16.21%
Sharpe
0.37
Sortino
0.56
Max drawdown
-23.26%
Best month
11.84%
Worst month
-10.88%
Beta vs VTSAX
0.87
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.