Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.96%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
26 months through Jan. 31, 2024Volatility (ann.)
19.88%
Sharpe
-0.22
Sortino
-0.32
Max drawdown
-32.39%
Best month
12.30%
Worst month
-9.66%
Beta vs VTIAX
1.00
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.