Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.80%
3 year
13.53%
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
59 months through May 31, 2024Volatility (ann.)
20.92%
Sharpe
0.33
Sortino
0.52
Max drawdown
-36.57%
Best month
21.10%
Worst month
-25.53%
Beta vs VTSAX
0.98
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.