Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.67%
3 year
5.93%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
50 months through July 31, 2024Volatility (ann.)
17.59%
Sharpe
0.33
Sortino
0.50
Max drawdown
-26.96%
Best month
8.73%
Worst month
-9.24%
Beta vs VTSAX
0.91
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.