Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.05%
3 year
-9.59%
5 year
0.34%
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
75 months through Sept. 30, 2025Volatility (ann.)
18.66%
Sharpe
0.65
Sortino
1.18
Max drawdown
-43.39%
Best month
15.40%
Worst month
-12.91%
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.