Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.35%
3 year
-6.11%
5 year
-0.00%
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
72 months through June 30, 2025Volatility (ann.)
16.84%
Sharpe
0.37
Sortino
0.61
Max drawdown
-41.18%
Best month
14.63%
Worst month
-18.65%
Beta vs VTIAX
0.47
Correlation
0.44
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.