Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.12%
3 year
4.63%
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
63 months through Sept. 30, 2024Volatility (ann.)
10.60%
Sharpe
0.76
Sortino
1.36
Max drawdown
-14.71%
Best month
7.94%
Worst month
-6.57%
Beta vs VTSAX
0.27
Correlation
0.45
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.