Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-11.66%
3 year
-14.21%
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
57 months through July 31, 2024Volatility (ann.)
21.48%
Sharpe
-0.43
Sortino
-0.60
Max drawdown
-44.56%
Best month
14.58%
Worst month
-15.36%
Beta vs VTIAX
0.49
Correlation
0.39
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.