Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.83%
3 year
6.24%
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
60 months through July 31, 2024Volatility (ann.)
14.50%
Sharpe
0.44
Sortino
0.71
Max drawdown
-20.32%
Best month
11.34%
Worst month
-11.13%
Beta vs VTIAX
0.80
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.