Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
4.06%
3 year
-0.69%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
48 months through Nov. 30, 2024Volatility (ann.)
8.96%
Sharpe
-0.09
Sortino
-0.14
Max drawdown
-17.72%
Best month
6.52%
Worst month
-6.07%
Beta vs VTSAX
0.35
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.