Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
20.29%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
31 months through Feb. 28, 2022Volatility (ann.)
19.51%
Sharpe
0.33
Sortino
0.45
Max drawdown
-23.76%
Best month
10.41%
Worst month
-19.94%
Beta vs VTSAX
0.96
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.