Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-24.50%
3 year
2.54%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
48 months through July 31, 2023Volatility (ann.)
16.08%
Sharpe
0.27
Sortino
0.42
Max drawdown
-32.07%
Best month
13.21%
Worst month
-20.52%
Beta vs VTIAX
0.81
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.