Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-3.11%
3 year
-11.62%
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.)
8.25%
Sharpe
-1.37
Sortino
-1.43
Max drawdown
-40.86%
Best month
4.24%
Worst month
-15.04%
Beta vs VBTLX
0.87
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.