Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.64%
3 year
-2.48%
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
60 months through Aug. 31, 2024Volatility (ann.)
11.40%
Sharpe
-0.06
Sortino
-0.08
Max drawdown
-24.73%
Best month
7.64%
Worst month
-16.40%
Beta vs VBTLX
1.22
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.