Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.89%
3 year
-1.49%
5 year
5.58%
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.)
14.84%
Sharpe
1.26
Sortino
2.72
Max drawdown
-34.85%
Best month
13.03%
Worst month
-13.08%
Beta vs VTIAX
1.00
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.