Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
20.01%
3 year
—
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
35 months through Aug. 31, 2024Volatility (ann.)
22.38%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-28.15%
Best month
15.66%
Worst month
-13.11%
Beta vs VTIAX
1.13
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.