Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.04%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
35 months through Feb. 28, 2025Volatility (ann.)
29.76%
Sharpe
-0.44
Sortino
-0.61
Max drawdown
-41.99%
Best month
14.98%
Worst month
-15.87%
Beta vs VTIAX
0.15
Correlation
0.09
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.