Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.55%
3 year
6.57%
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
63 months through Sept. 30, 2024Volatility (ann.)
19.58%
Sharpe
0.15
Sortino
0.24
Max drawdown
-29.11%
Best month
10.59%
Worst month
-11.42%
Beta vs VTSAX
0.95
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.