Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.31%
3 year
4.67%
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
61 months through Oct. 31, 2024Volatility (ann.)
13.05%
Sharpe
0.28
Sortino
0.41
Max drawdown
-18.27%
Best month
8.32%
Worst month
-8.52%
Beta vs VTSAX
0.35
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.