Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.52%
3 year
-1.47%
5 year
3.30%
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
69 months through May 31, 2025Volatility (ann.)
17.56%
Sharpe
0.42
Sortino
0.67
Max drawdown
-29.82%
Best month
14.50%
Worst month
-14.18%
Beta vs VTIAX
1.03
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.