Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-14.17%
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
42 months through Aug. 31, 2023Volatility (ann.)
15.72%
Sharpe
0.56
Sortino
0.95
Max drawdown
-20.06%
Best month
12.55%
Worst month
-16.55%
Beta vs VTSAX
0.85
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.