Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
24.68%
3 year
7.18%
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
63 months through Nov. 30, 2024Volatility (ann.)
17.58%
Sharpe
0.52
Sortino
0.81
Max drawdown
-26.01%
Best month
13.23%
Worst month
-13.61%
Beta vs VTSAX
0.99
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.