Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.95%
3 year
-1.36%
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.)
9.17%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-17.65%
Best month
5.26%
Worst month
-7.99%
Beta vs VTSAX
0.44
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.