Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
13.46%
3 year
-4.43%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
51 months through Sept. 30, 2024Volatility (ann.)
22.03%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-35.00%
Best month
14.72%
Worst month
-13.31%
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.