Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.43%
3 year
4.92%
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
64 months through Nov. 30, 2024Volatility (ann.)
15.05%
Sharpe
0.37
Sortino
0.57
Max drawdown
-23.52%
Best month
12.37%
Worst month
-14.61%
Beta vs VTSAX
0.82
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.