Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.00%
3 year
0.65%
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.)
11.02%
Sharpe
0.15
Sortino
0.22
Max drawdown
-19.64%
Best month
6.45%
Worst month
-10.72%
Beta vs VTSAX
0.57
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.