Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
15.03%
3 year
6.40%
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.)
14.54%
Sharpe
0.45
Sortino
0.72
Max drawdown
-20.26%
Best month
11.37%
Worst month
-11.11%
Beta vs VTIAX
0.80
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.