Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-33.56%
3 year
5.30%
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.)
20.29%
Sharpe
0.23
Sortino
0.34
Max drawdown
-41.33%
Best month
17.39%
Worst month
-17.37%
Beta vs VTIAX
1.03
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.