Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.65%
3 year
3.18%
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
54 months through Dec. 31, 2023Volatility (ann.)
17.86%
Sharpe
0.18
Sortino
0.27
Max drawdown
-28.56%
Best month
13.21%
Worst month
-20.03%
Beta vs VTSAX
0.92
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.