Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.40%
3 year
8.33%
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
63 months through Sept. 30, 2024Volatility (ann.)
16.18%
Sharpe
0.50
Sortino
0.81
Max drawdown
-32.11%
Best month
15.70%
Worst month
-21.61%
Beta vs VTIAX
0.88
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.