Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
25.30%
3 year
5.51%
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
62 months through Sept. 30, 2024Volatility (ann.)
18.45%
Sharpe
0.48
Sortino
0.75
Max drawdown
-36.05%
Best month
11.63%
Worst month
-10.53%
Beta vs VTSAX
0.08
Correlation
0.08
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.