Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
32.38%
3 year
-10.50%
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 Oct. 31, 2024Volatility (ann.)
25.75%
Sharpe
-0.38
Sortino
-0.52
Max drawdown
-49.96%
Best month
17.73%
Worst month
-17.66%
Beta vs VTSAX
1.29
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.