Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.69%
3 year
7.48%
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.)
19.96%
Sharpe
0.25
Sortino
0.40
Max drawdown
-34.18%
Best month
15.94%
Worst month
-23.01%
Beta vs VTSAX
1.04
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.