Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.63%
3 year
-15.05%
5 year
-2.06%
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
66 months through Jan. 31, 2025Volatility (ann.)
27.38%
Sharpe
-0.48
Sortino
-0.74
Max drawdown
-54.74%
Best month
23.12%
Worst month
-11.75%
Beta vs VTIAX
0.65
Correlation
0.40
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.