Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.73%
3 year
0.40%
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.)
15.12%
Sharpe
-0.09
Sortino
-0.12
Max drawdown
-27.84%
Best month
11.74%
Worst month
-13.70%
Beta vs VTSAX
0.73
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.