Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.81%
3 year
-0.67%
5 year
6.31%
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
70 months through April 30, 2025Volatility (ann.)
22.13%
Sharpe
-0.14
Sortino
-0.19
Max drawdown
-40.87%
Best month
23.68%
Worst month
-27.64%
Beta vs VTIAX
0.96
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.