Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.75%
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
30 months through Nov. 30, 2024Volatility (ann.)
16.10%
Sharpe
0.81
Sortino
1.39
Max drawdown
-9.89%
Best month
9.72%
Worst month
-8.84%
Beta vs VTIAX
0.81
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.