Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.34%
3 year
13.97%
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
60 months through Aug. 31, 2024Volatility (ann.)
8.28%
Sharpe
1.60
Sortino
4.63
Max drawdown
-17.58%
Best month
10.02%
Worst month
-9.77%
Beta vs VTIAX
0.23
Correlation
0.48
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.