Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-31.67%
3 year
6.97%
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.)
19.78%
Sharpe
0.26
Sortino
0.39
Max drawdown
-42.50%
Best month
17.06%
Worst month
-16.97%
Beta vs VTIAX
0.95
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.