Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.14%
3 year
-1.44%
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
58 months through May 31, 2025Volatility (ann.)
19.87%
Sharpe
0.51
Sortino
0.88
Max drawdown
-35.48%
Best month
15.55%
Worst month
-11.08%
Beta vs VTIAX
1.16
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.