Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.66%
3 year
10.38%
5 year
6.13%
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
75 months through Oct. 31, 2025Volatility (ann.)
14.83%
Sharpe
1.31
Sortino
2.75
Max drawdown
-11.50%
Best month
13.70%
Worst month
-6.48%
Beta vs VTIAX
0.95
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.