Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
3.52%
3 year
-4.42%
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
63 months through Nov. 30, 2024Volatility (ann.)
7.02%
Sharpe
-0.44
Sortino
-0.59
Max drawdown
-20.07%
Best month
3.83%
Worst month
-3.55%
Beta vs VBTLX
0.90
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.