Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
25.99%
3 year
1.05%
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.)
21.90%
Sharpe
0.12
Sortino
0.19
Max drawdown
-35.13%
Best month
16.48%
Worst month
-17.95%
Beta vs VTSAX
1.18
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.