Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
21.40%
3 year
-7.60%
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
57 months through Sept. 30, 2024Volatility (ann.)
24.83%
Sharpe
-0.36
Sortino
-0.51
Max drawdown
-42.77%
Best month
16.72%
Worst month
-17.75%
Beta vs VTSAX
1.15
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.