Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.39%
3 year
8.40%
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
62 months through Jan. 31, 2026Volatility (ann.)
12.02%
Sharpe
0.68
Sortino
1.04
Max drawdown
-19.51%
Best month
9.30%
Worst month
-11.16%
Beta vs VTSAX
0.67
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.