Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.03%
3 year
-0.90%
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.)
24.15%
Sharpe
-0.10
Sortino
-0.16
Max drawdown
-31.78%
Best month
29.14%
Worst month
-10.66%
Beta vs VTIAX
0.82
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.