Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.28%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
33 months through July 31, 2024Volatility (ann.)
21.26%
Sharpe
-0.37
Sortino
-0.51
Max drawdown
-37.44%
Best month
9.85%
Worst month
-11.99%
Beta vs VTSAX
1.05
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.