Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
32.65%
3 year
-10.39%
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.)
25.69%
Sharpe
-0.38
Sortino
-0.51
Max drawdown
-49.91%
Best month
17.75%
Worst month
-17.68%
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.