Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.30%
3 year
4.79%
5 year
2.91%
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
73 months through Aug. 31, 2025Volatility (ann.)
15.59%
Sharpe
0.41
Sortino
0.72
Max drawdown
-13.61%
Best month
9.07%
Worst month
-6.19%
Beta vs VTIAX
0.78
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.