Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.03%
3 year
6.06%
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.)
16.21%
Sharpe
0.41
Sortino
0.62
Max drawdown
-24.69%
Best month
12.75%
Worst month
-16.61%
Beta vs VTSAX
0.89
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.