Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-19.33%
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.)
15.35%
Sharpe
0.39
Sortino
0.61
Max drawdown
-25.43%
Best month
10.32%
Worst month
-11.37%
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.