Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.79%
3 year
6.65%
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
54 months through Jan. 31, 2024Volatility (ann.)
20.05%
Sharpe
0.28
Sortino
0.45
Max drawdown
-30.02%
Best month
14.18%
Worst month
-20.45%
Beta vs VTSAX
1.05
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.