Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-4.11%
3 year
-0.06%
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.)
26.74%
Sharpe
0.19
Sortino
0.29
Max drawdown
-42.44%
Best month
18.57%
Worst month
-26.68%
Beta vs VTIAX
1.24
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.