Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.22%
3 year
1.28%
5 year
2.04%
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
69 months through April 30, 2025Volatility (ann.)
9.85%
Sharpe
0.84
Sortino
1.38
Max drawdown
-17.17%
Best month
8.39%
Worst month
-8.60%
Beta vs VTIAX
0.53
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.