Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
18.18%
3 year
-4.54%
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.)
22.21%
Sharpe
0.10
Sortino
0.15
Max drawdown
-36.97%
Best month
15.40%
Worst month
-17.45%
Beta vs VTSAX
1.17
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.