Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-32.58%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
53 months through Feb. 28, 2026Volatility (ann.)
13.52%
Sharpe
1.87
Sortino
4.75
Max drawdown
-40.33%
Best month
12.85%
Worst month
-14.04%
Beta vs VTIAX
0.94
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.