Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-16.07%
3 year
5.80%
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
45 months through March 31, 2023Volatility (ann.)
22.23%
Sharpe
0.98
Sortino
1.85
Max drawdown
-32.63%
Best month
18.15%
Worst month
-22.40%
Beta vs VTSAX
1.00
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.