Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.41%
3 year
2.20%
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.)
12.66%
Sharpe
0.17
Sortino
0.27
Max drawdown
-20.18%
Best month
10.06%
Worst month
-10.40%
Beta vs VTIAX
0.72
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.