Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
61.26%
3 year
5.49%
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
54 months through Jan. 31, 2024Volatility (ann.)
24.12%
Sharpe
0.31
Sortino
0.46
Max drawdown
-39.16%
Best month
14.77%
Worst month
-14.28%
Beta vs VTSAX
1.22
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.