Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-21.05%
3 year
-6.77%
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
57 months through March 31, 2024Volatility (ann.)
21.83%
Sharpe
-0.40
Sortino
-0.47
Max drawdown
-36.11%
Best month
14.42%
Worst month
-26.03%
Beta vs VTSAX
0.59
Correlation
0.49
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.