Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
2.89%
3 year
-6.93%
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
63 months through Nov. 30, 2024Volatility (ann.)
9.36%
Sharpe
-0.56
Sortino
-0.73
Max drawdown
-26.24%
Best month
4.88%
Worst month
-5.18%
Beta vs VBTLX
1.17
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.