Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-1.75%
3 year
20.21%
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.)
16.94%
Sharpe
0.88
Sortino
1.64
Max drawdown
-15.97%
Best month
14.62%
Worst month
-8.18%
Beta vs VTSAX
0.73
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.