Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-18.08%
3 year
7.68%
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
46 months through July 31, 2023Volatility (ann.)
18.03%
Sharpe
0.76
Sortino
1.24
Max drawdown
-23.84%
Best month
12.83%
Worst month
-12.33%
Beta vs VTSAX
0.98
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.