Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.13%
3 year
13.70%
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.)
8.24%
Sharpe
1.57
Sortino
4.57
Max drawdown
-17.66%
Best month
9.92%
Worst month
-9.87%
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.