Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.30%
3 year
-19.00%
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
46 months through July 31, 2024Volatility (ann.)
25.17%
Sharpe
-0.71
Sortino
-0.94
Max drawdown
-60.93%
Best month
17.37%
Worst month
-13.13%
Beta vs VTIAX
1.27
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.