Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.05%
3 year
9.80%
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
60 months through Oct. 31, 2024Volatility (ann.)
15.43%
Sharpe
0.65
Sortino
1.10
Max drawdown
-15.98%
Best month
13.98%
Worst month
-15.98%
Beta vs VTSAX
0.41
Correlation
0.48
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.