Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.85%
3 year
-8.53%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
64 months through Nov. 30, 2025Volatility (ann.)
16.24%
Sharpe
0.41
Sortino
0.67
Max drawdown
-42.37%
Best month
16.97%
Worst month
-12.35%
Beta vs VTIAX
1.29
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.