Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
2.61%
3 year
-0.28%
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.)
9.03%
Sharpe
-0.11
Sortino
-0.15
Max drawdown
-17.61%
Best month
6.07%
Worst month
-7.23%
Beta vs VTSAX
0.42
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.