Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.05%
3 year
-1.91%
5 year
6.77%
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
69 months through March 31, 2025Volatility (ann.)
20.40%
Sharpe
0.11
Sortino
0.17
Max drawdown
-39.31%
Best month
12.94%
Worst month
-14.20%
Beta vs VTIAX
1.10
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.