Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
3.59%
3 year
-0.69%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
57 months through Oct. 31, 2024Volatility (ann.)
6.84%
Sharpe
-0.05
Sortino
-0.07
Max drawdown
-12.58%
Best month
4.45%
Worst month
-8.38%
Beta vs VTSAX
0.26
Correlation
0.66
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.