Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.84%
3 year
-3.62%
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
62 months through Aug. 31, 2024Volatility (ann.)
16.72%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-36.42%
Best month
13.84%
Worst month
-16.93%
Beta vs VTIAX
0.91
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.