Average annual returns
Through 2020 · incl. N-PORT-derived 20201 year
-5.50%
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
27 months through Oct. 31, 2021Volatility (ann.)
10.24%
Sharpe
-0.34
Sortino
-0.42
Max drawdown
-15.35%
Best month
5.61%
Worst month
-9.37%
Beta vs VTSAX
0.52
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.