Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.21%
3 year
0.57%
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.)
8.31%
Sharpe
0.11
Sortino
0.15
Max drawdown
-17.53%
Best month
5.33%
Worst month
-14.10%
Beta vs VBTLX
0.88
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.