Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.62%
3 year
5.65%
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
62 months through Aug. 31, 2024Volatility (ann.)
16.82%
Sharpe
0.36
Sortino
0.59
Max drawdown
-23.83%
Best month
12.98%
Worst month
-9.99%
Beta vs VTIAX
0.95
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.