Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-19.20%
3 year
2.62%
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.)
15.41%
Sharpe
0.40
Sortino
0.61
Max drawdown
-25.42%
Best month
10.45%
Worst month
-11.32%
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.