Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
39.45%
3 year
6.33%
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
63 months through Nov. 30, 2024Volatility (ann.)
20.66%
Sharpe
0.20
Sortino
0.29
Max drawdown
-35.39%
Best month
15.12%
Worst month
-12.98%
Beta vs VTSAX
1.09
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.