Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-39.54%
3 year
0.96%
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
48 months through July 31, 2023Volatility (ann.)
22.83%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-45.26%
Best month
18.03%
Worst month
-16.79%
Beta vs VTIAX
1.08
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.