Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
22.82%
3 year
7.95%
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 Oct. 31, 2024Volatility (ann.)
18.08%
Sharpe
0.33
Sortino
0.51
Max drawdown
-25.80%
Best month
13.16%
Worst month
-12.96%
Beta vs VTSAX
1.03
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.