Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.79%
3 year
9.40%
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
60 months through June 30, 2024Volatility (ann.)
19.26%
Sharpe
0.11
Sortino
0.18
Max drawdown
-33.23%
Best month
15.41%
Worst month
-22.48%
Beta vs VTSAX
0.87
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.