Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
6.97%
3 year
-2.15%
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.)
6.01%
Sharpe
-0.30
Sortino
-0.40
Max drawdown
-15.19%
Best month
6.17%
Worst month
-4.34%
Beta vs VTSAX
0.27
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.