Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-39.41%
3 year
-41.93%
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.)
19.66%
Sharpe
-2.45
Sortino
-1.86
Max drawdown
-88.61%
Best month
12.23%
Worst month
-17.14%
Beta vs VTIAX
1.09
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.