Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-20.81%
3 year
3.98%
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
51 months through Oct. 31, 2023Volatility (ann.)
18.34%
Sharpe
0.45
Sortino
0.70
Max drawdown
-27.41%
Best month
9.86%
Worst month
-13.38%
Beta vs VTSAX
0.96
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.