Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-15.97%
3 year
-0.11%
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.)
26.14%
Sharpe
0.47
Sortino
0.90
Max drawdown
-33.24%
Best month
26.00%
Worst month
-22.49%
Beta vs VTIAX
1.33
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.