Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.22%
3 year
-0.84%
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.)
19.95%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-29.08%
Best month
13.11%
Worst month
-16.20%
Beta vs VTSAX
1.04
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.