Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.91%
3 year
4.44%
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
54 months through Jan. 31, 2024Volatility (ann.)
11.19%
Sharpe
0.43
Sortino
0.67
Max drawdown
-15.68%
Best month
8.01%
Worst month
-9.59%
Beta vs VTIAX
0.62
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.