Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-7.77%
3 year
-13.38%
5 year
-7.15%
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.)
14.85%
Sharpe
0.49
Sortino
0.84
Max drawdown
-42.89%
Best month
11.91%
Worst month
-14.05%
Beta vs VTIAX
1.01
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.