Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-37.49%
3 year
2.58%
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.)
23.05%
Sharpe
0.04
Sortino
0.05
Max drawdown
-44.90%
Best month
16.49%
Worst month
-16.63%
Beta vs VTIAX
1.15
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.