Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.39%
3 year
3.72%
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
57 months through July 31, 2025Volatility (ann.)
13.24%
Sharpe
0.92
Sortino
1.77
Max drawdown
-19.19%
Best month
19.98%
Worst month
-7.80%
Beta vs VTIAX
0.12
Correlation
0.14
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.