Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-18.98%
3 year
1.95%
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.)
14.48%
Sharpe
0.35
Sortino
0.53
Max drawdown
-24.66%
Best month
9.76%
Worst month
-10.75%
Beta vs VTSAX
0.77
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.