Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.07%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
33 months through Jan. 31, 2025Volatility (ann.)
17.66%
Sharpe
0.33
Sortino
0.55
Max drawdown
-18.94%
Best month
15.93%
Worst month
-9.88%
Beta vs VTIAX
1.02
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.