Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
27.15%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
27 months through July 31, 2024Volatility (ann.)
22.83%
Sharpe
0.89
Sortino
1.56
Max drawdown
-17.66%
Best month
10.74%
Worst month
-10.87%
Beta vs VTIAX
1.10
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.