Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
8.11%
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.)
23.12%
Sharpe
0.26
Sortino
0.38
Max drawdown
-34.76%
Best month
12.82%
Worst month
-13.73%
Beta vs VTSAX
0.99
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.