Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
35.14%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
41 months through Nov. 30, 2024Volatility (ann.)
37.60%
Sharpe
-0.34
Sortino
-0.49
Max drawdown
-67.56%
Best month
24.23%
Worst month
-20.76%
Beta vs VTSAX
1.63
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.