Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-4.59%
3 year
17.96%
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
42 months through June 30, 2023Volatility (ann.)
14.83%
Sharpe
0.99
Sortino
1.87
Max drawdown
-14.91%
Best month
12.41%
Worst month
-7.80%
Beta vs VTSAX
0.70
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.