Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-7.50%
3 year
6.00%
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
43 months through April 30, 2023Volatility (ann.)
16.96%
Sharpe
0.85
Sortino
1.53
Max drawdown
-26.61%
Best month
13.42%
Worst month
-17.00%
Beta vs VTSAX
0.86
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.