Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
11.49%
3 year
4.75%
5 year
6.57%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
69 months through March 31, 2025Volatility (ann.)
17.12%
Sharpe
0.59
Sortino
0.98
Max drawdown
-27.81%
Best month
13.33%
Worst month
-13.76%
Beta vs VTIAX
1.00
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.