Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-13.52%
3 year
2.41%
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
51 months through Sept. 30, 2023Volatility (ann.)
23.30%
Sharpe
0.48
Sortino
0.91
Max drawdown
-29.23%
Best month
22.61%
Worst month
-17.56%
Beta vs VTIAX
1.21
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.