Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.58%
3 year
-7.24%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
47 months through May 31, 2025Volatility (ann.)
21.03%
Sharpe
0.14
Sortino
0.21
Max drawdown
-38.19%
Best month
11.38%
Worst month
-12.15%
Beta vs VTIAX
1.18
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.