Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
32.24%
3 year
8.47%
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.)
20.32%
Sharpe
0.44
Sortino
0.67
Max drawdown
-30.03%
Best month
12.34%
Worst month
-10.26%
Beta vs VTSAX
1.10
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.