Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-19.23%
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 May 31, 2023Volatility (ann.)
15.61%
Sharpe
0.28
Sortino
0.43
Max drawdown
-25.45%
Best month
10.44%
Worst month
-8.96%
Beta vs VTSAX
0.80
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.