Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.00%
3 year
1.38%
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
55 months through March 31, 2024Volatility (ann.)
9.18%
Sharpe
0.19
Sortino
0.28
Max drawdown
-16.32%
Best month
5.85%
Worst month
-8.58%
Beta vs VTSAX
0.48
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.