Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.25%
3 year
3.24%
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.)
19.90%
Sharpe
0.25
Sortino
0.41
Max drawdown
-26.41%
Best month
14.97%
Worst month
-18.74%
Beta vs VTSAX
1.03
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.