Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
18.27%
3 year
-3.96%
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
48 months through June 30, 2025Volatility (ann.)
16.82%
Sharpe
0.58
Sortino
0.92
Max drawdown
-37.44%
Best month
10.65%
Worst month
-12.03%
Beta vs VTIAX
0.85
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.