Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-29.15%
3 year
7.77%
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.)
21.69%
Sharpe
0.63
Sortino
1.00
Max drawdown
-30.67%
Best month
14.79%
Worst month
-12.08%
Beta vs VTSAX
1.13
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.