Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-3.72%
3 year
3.26%
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
51 months through Oct. 31, 2023Volatility (ann.)
11.87%
Sharpe
0.47
Sortino
0.78
Max drawdown
-15.80%
Best month
8.01%
Worst month
-9.68%
Beta vs VTIAX
0.63
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.