Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.63%
3 year
-15.82%
5 year
-2.94%
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
72 months through July 31, 2025Volatility (ann.)
24.98%
Sharpe
-0.27
Sortino
-0.44
Max drawdown
-55.81%
Best month
23.05%
Worst month
-11.85%
Beta vs VTIAX
0.89
Correlation
0.55
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.