Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
24.73%
3 year
11.36%
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
56 months through March 31, 2024Volatility (ann.)
18.32%
Sharpe
0.64
Sortino
1.04
Max drawdown
-24.44%
Best month
13.65%
Worst month
-16.79%
Beta vs VTSAX
0.99
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.