Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.64%
3 year
-14.52%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
61 months through April 30, 2025Volatility (ann.)
26.50%
Sharpe
-0.17
Sortino
-0.28
Max drawdown
-49.47%
Best month
24.42%
Worst month
-16.55%
Beta vs VTIAX
0.63
Correlation
0.39
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.