Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.91%
3 year
-7.53%
5 year
3.43%
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
73 months through July 31, 2025Volatility (ann.)
16.00%
Sharpe
0.76
Sortino
1.45
Max drawdown
-51.42%
Best month
15.76%
Worst month
-13.19%
Beta vs VTIAX
0.98
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.