Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-5.57%
3 year
-8.42%
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
57 months through Sept. 30, 2024Volatility (ann.)
15.66%
Sharpe
-0.31
Sortino
-0.45
Max drawdown
-35.13%
Best month
13.22%
Worst month
-8.46%
Beta vs VTSAX
0.50
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.