Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
28.85%
3 year
6.88%
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.)
21.23%
Sharpe
0.26
Sortino
0.40
Max drawdown
-29.75%
Best month
13.45%
Worst month
-12.24%
Beta vs VTSAX
0.49
Correlation
0.41
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.