Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.52%
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
38 months through May 31, 2025Volatility (ann.)
21.16%
Sharpe
-0.07
Sortino
-0.10
Max drawdown
-25.30%
Best month
10.97%
Worst month
-13.27%
Beta vs VTIAX
1.12
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.