Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.13%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
24 months through Jan. 31, 2024Volatility (ann.)
21.58%
Sharpe
-0.33
Sortino
-0.49
Max drawdown
-27.23%
Best month
16.24%
Worst month
-12.02%
Beta vs VTIAX
1.00
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.