Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
-3.01%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
36 months through July 31, 2022Volatility (ann.)
9.40%
Sharpe
0.14
Sortino
0.25
Max drawdown
-14.16%
Best month
11.39%
Worst month
-5.08%
Beta vs VBTLX
0.20
Correlation
0.10
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.