Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.28%
3 year
-4.08%
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
58 months through April 30, 2024Volatility (ann.)
16.78%
Sharpe
-0.24
Sortino
-0.35
Max drawdown
-36.90%
Best month
14.00%
Worst month
-16.98%
Beta vs VTIAX
0.93
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.