Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.91%
3 year
4.61%
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.)
14.30%
Sharpe
0.48
Sortino
0.73
Max drawdown
-28.72%
Best month
9.57%
Worst month
-12.05%
Beta vs VTSAX
0.10
Correlation
0.12
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.