Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.73%
3 year
6.50%
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
57 months through May 31, 2024Volatility (ann.)
15.53%
Sharpe
0.28
Sortino
0.44
Max drawdown
-26.11%
Best month
15.69%
Worst month
-15.80%
Beta vs VTIAX
0.86
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.