Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
11.50%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
39 months through Sept. 30, 2022Volatility (ann.)
19.45%
Sharpe
-0.25
Sortino
-0.33
Max drawdown
-28.10%
Best month
12.26%
Worst month
-17.69%
Beta vs VTIAX
0.95
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.