Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
-1.14%
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.)
1.87%
Sharpe
-0.71
Sortino
-0.82
Max drawdown
-6.38%
Best month
1.01%
Worst month
-1.35%
Beta vs VTSAX
0.05
Correlation
0.60
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.