Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-13.20%
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.)
5.36%
Sharpe
-0.60
Sortino
-0.75
Max drawdown
-15.76%
Best month
2.54%
Worst month
-9.48%
Beta vs VTSAX
0.22
Correlation
0.73
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.