Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.56%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
37 months through Nov. 30, 2024Volatility (ann.)
19.94%
Sharpe
-0.01
Sortino
-0.01
Max drawdown
-28.65%
Best month
11.19%
Worst month
-13.51%
Beta vs VTSAX
0.95
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.