Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.68%
3 year
-1.92%
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
57 months through May 31, 2024Volatility (ann.)
16.03%
Sharpe
-0.21
Sortino
-0.31
Max drawdown
-32.94%
Best month
10.63%
Worst month
-17.12%
Beta vs VTIAX
0.82
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.