Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
4.72%
3 year
-12.34%
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
48 months through Dec. 31, 2023Volatility (ann.)
21.58%
Sharpe
-0.57
Sortino
-0.72
Max drawdown
-45.63%
Best month
20.34%
Worst month
-21.55%
Beta vs VTIAX
1.04
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.