Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
4.74%
3 year
—
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
69 months through March 31, 2025Volatility (ann.)
23.18%
Sharpe
-0.07
Sortino
-0.11
Max drawdown
-43.42%
Best month
15.40%
Worst month
-12.91%
Beta vs VTIAX
1.33
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.