Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-15.72%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
27 months through June 30, 2024Volatility (ann.)
34.98%
Sharpe
-0.32
Sortino
-0.51
Max drawdown
-40.07%
Best month
33.95%
Worst month
-20.34%
Beta vs VTIAX
0.96
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.