Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.40%
3 year
3.86%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
58 months through Feb. 28, 2025Volatility (ann.)
19.64%
Sharpe
0.29
Sortino
0.46
Max drawdown
-24.48%
Best month
23.37%
Worst month
-11.97%
Beta vs VTIAX
1.10
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.