Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
9.77%
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
29 months through July 31, 2022Volatility (ann.)
11.65%
Sharpe
0.76
Sortino
1.14
Max drawdown
-10.53%
Best month
9.19%
Worst month
-10.53%
Beta vs VTSAX
0.49
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.