Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
4.22%
3 year
7.92%
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.)
17.78%
Sharpe
0.45
Sortino
0.79
Max drawdown
-13.21%
Best month
12.86%
Worst month
-9.15%
Beta vs VTSAX
0.51
Correlation
0.62
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.