Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-3.62%
3 year
3.43%
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
51 months through Oct. 31, 2023Volatility (ann.)
11.91%
Sharpe
0.49
Sortino
0.81
Max drawdown
-15.66%
Best month
8.02%
Worst month
-9.58%
Beta vs VTIAX
0.63
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.