Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-4.07%
3 year
-1.09%
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
42 months through Dec. 31, 2022Volatility (ann.)
2.05%
Sharpe
-0.53
Sortino
-0.67
Max drawdown
-6.72%
Best month
1.37%
Worst month
-1.37%
Beta vs VTSAX
0.05
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.