Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-19.37%
3 year
2.36%
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.)
15.39%
Sharpe
0.38
Sortino
0.58
Max drawdown
-25.56%
Best month
10.41%
Worst month
-11.35%
Beta vs VTSAX
0.82
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.