Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
3.53%
3 year
—
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
24 months through May 31, 2022Volatility (ann.)
7.24%
Sharpe
-0.11
Sortino
-0.14
Max drawdown
-13.44%
Best month
3.00%
Worst month
-6.20%
Beta vs VTSAX
0.20
Correlation
0.45
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.