Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
2.28%
3 year
1.45%
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.)
10.71%
Sharpe
0.24
Sortino
0.37
Max drawdown
-22.87%
Best month
13.28%
Worst month
-14.14%
Beta vs VTIAX
0.54
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.