Average annual returns
Through 20241 year
0.84%
3 year
-4.86%
5 year
4.75%
10 year
4.63%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
Risk statistics
45 months through July 31, 2025Volatility (ann.)
18.14%
Sharpe
0.40
Sortino
0.66
Max drawdown
-35.60%
Best month
12.15%
Worst month
-11.34%
Beta vs VTIAX
1.08
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.