Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
5.16%
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
33 months through Nov. 30, 2022Volatility (ann.)
22.89%
Sharpe
0.12
Sortino
0.18
Max drawdown
-33.87%
Best month
12.02%
Worst month
-14.55%
Beta vs VTSAX
0.95
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.