Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.52%
3 year
-3.53%
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
39 months through Jan. 31, 2025Volatility (ann.)
20.48%
Sharpe
0.07
Sortino
0.10
Max drawdown
-40.85%
Best month
14.01%
Worst month
-12.54%
Beta vs VTIAX
1.11
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.