Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
24.22%
3 year
7.18%
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.)
17.15%
Sharpe
0.50
Sortino
0.76
Max drawdown
-25.28%
Best month
13.88%
Worst month
-12.59%
Beta vs VTSAX
0.96
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.