Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.95%
3 year
-6.78%
5 year
3.67%
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
78 months through March 31, 2026Volatility (ann.)
19.85%
Sharpe
0.27
Sortino
0.45
Max drawdown
-49.11%
Best month
18.77%
Worst month
-12.25%
Beta vs VTIAX
1.43
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.