Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-19.39%
3 year
1.28%
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.)
17.67%
Sharpe
0.38
Sortino
0.58
Max drawdown
-27.33%
Best month
10.37%
Worst month
-19.92%
Beta vs VTSAX
0.93
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.