Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
23.08%
3 year
4.20%
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
57 months through Sept. 30, 2024Volatility (ann.)
20.51%
Sharpe
0.17
Sortino
0.26
Max drawdown
-29.86%
Best month
13.64%
Worst month
-20.33%
Beta vs VTSAX
1.04
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.