Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
21.95%
3 year
-0.47%
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.)
22.26%
Sharpe
0.17
Sortino
0.26
Max drawdown
-37.91%
Best month
16.19%
Worst month
-15.73%
Beta vs VTSAX
-0.03
Correlation
-0.03
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.