Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-9.75%
3 year
—
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
38 months through April 30, 2024Volatility (ann.)
32.18%
Sharpe
-0.72
Sortino
-0.94
Max drawdown
-57.44%
Best month
19.86%
Worst month
-20.60%
Beta vs VTIAX
1.34
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.