Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-25.50%
3 year
-31.05%
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.)
14.02%
Sharpe
-2.21
Sortino
-1.85
Max drawdown
-79.97%
Best month
7.40%
Worst month
-14.27%
Beta vs VTIAX
0.77
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.