Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.12%
3 year
2.64%
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.)
17.37%
Sharpe
0.17
Sortino
0.27
Max drawdown
-28.60%
Best month
14.59%
Worst month
-13.94%
Beta vs VTIAX
1.02
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.