Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-12.17%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
45 months through Nov. 30, 2023Volatility (ann.)
14.64%
Sharpe
0.26
Sortino
0.41
Max drawdown
-21.10%
Best month
10.17%
Worst month
-21.10%
Beta vs VTSAX
0.74
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.