Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
4.25%
3 year
-4.61%
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
54 months through Jan. 31, 2024Volatility (ann.)
7.18%
Sharpe
-0.62
Sortino
-0.82
Max drawdown
-20.31%
Best month
4.31%
Worst month
-4.44%
Beta vs VBTLX
0.99
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.