Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-12.78%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
45 months through May 31, 2023Volatility (ann.)
8.36%
Sharpe
0.16
Sortino
0.23
Max drawdown
-16.17%
Best month
5.76%
Worst month
-7.08%
Beta vs VTSAX
0.42
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.