Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.45%
3 year
-28.29%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
42 months through April 30, 2024Volatility (ann.)
40.12%
Sharpe
-0.91
Sortino
-1.11
Max drawdown
-78.35%
Best month
24.18%
Worst month
-21.97%
Beta vs VTSAX
1.59
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.