Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
24.01%
3 year
8.97%
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
56 months through March 31, 2024Volatility (ann.)
17.91%
Sharpe
0.58
Sortino
0.89
Max drawdown
-25.53%
Best month
13.55%
Worst month
-16.44%
Beta vs VTSAX
1.00
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.