Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.59%
3 year
-5.14%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
45 months through July 31, 2025Volatility (ann.)
18.16%
Sharpe
0.42
Sortino
0.68
Max drawdown
-35.43%
Best month
12.25%
Worst month
-11.30%
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.