Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-32.63%
3 year
-38.52%
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.)
7.96%
Sharpe
-4.82
Sortino
-2.44
Max drawdown
-90.10%
Best month
1.10%
Worst month
-17.57%
Beta vs VBTLX
0.84
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.