Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
9.78%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
40 months through Oct. 31, 2022Volatility (ann.)
17.46%
Sharpe
0.48
Sortino
0.84
Max drawdown
-13.91%
Best month
12.80%
Worst month
-9.20%
Beta vs VTSAX
0.50
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.