Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.49%
3 year
7.78%
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 Aug. 31, 2024Volatility (ann.)
14.09%
Sharpe
0.57
Sortino
0.97
Max drawdown
-11.53%
Best month
10.49%
Worst month
-7.02%
Beta vs VTSAX
0.29
Correlation
0.37
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.