Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.33%
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
41 months through July 31, 2025Volatility (ann.)
16.98%
Sharpe
0.53
Sortino
0.90
Max drawdown
-26.86%
Best month
13.93%
Worst month
-11.65%
Beta vs VTIAX
0.96
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.