Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.70%
3 year
-2.93%
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 March 31, 2026Volatility (ann.)
21.24%
Sharpe
-0.26
Sortino
-0.38
Max drawdown
-39.35%
Best month
12.94%
Worst month
-14.20%
Beta vs VTIAX
1.11
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.