Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-12.66%
3 year
0.56%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
45 months through May 31, 2023Volatility (ann.)
8.29%
Sharpe
0.18
Sortino
0.27
Max drawdown
-16.11%
Best month
5.79%
Worst month
-7.04%
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.