Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.81%
3 year
4.46%
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
63 months through Sept. 30, 2024Volatility (ann.)
20.79%
Sharpe
0.11
Sortino
0.16
Max drawdown
-31.75%
Best month
12.29%
Worst month
-12.30%
Beta vs VTIAX
1.16
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.