Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.10%
3 year
-1.50%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
40 months through Jan. 31, 2025Volatility (ann.)
22.73%
Sharpe
0.08
Sortino
0.12
Max drawdown
-34.05%
Best month
12.44%
Worst month
-12.78%
Beta vs VTIAX
1.23
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.