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
27 months through May 31, 2022Volatility (ann.)
10.09%
Sharpe
-0.29
Sortino
-0.34
Max drawdown
-13.57%
Best month
3.60%
Worst month
-9.86%
Beta vs VTSAX
0.29
Correlation
0.58
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.