Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.69%
3 year
-14.97%
5 year
-1.96%
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.)
25.00%
Sharpe
-0.23
Sortino
-0.38
Max drawdown
-54.62%
Best month
23.15%
Worst month
-11.76%
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.