Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.73%
3 year
3.19%
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
62 months through Sept. 30, 2024Volatility (ann.)
12.26%
Sharpe
0.44
Sortino
0.66
Max drawdown
-25.34%
Best month
7.81%
Worst month
-9.07%
Beta vs VTSAX
0.08
Correlation
0.13
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.