Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.83%
3 year
-0.32%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
57 months through Jan. 31, 2025Volatility (ann.)
5.98%
Sharpe
0.05
Sortino
0.07
Max drawdown
-14.23%
Best month
3.48%
Worst month
-3.42%
Beta vs VBTLX
0.72
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.