Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-14.45%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
78 months through Jan. 31, 2026Volatility (ann.)
17.18%
Sharpe
0.38
Sortino
0.63
Max drawdown
-34.31%
Best month
18.37%
Worst month
-25.11%
Beta vs VTSAX
1.12
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.