Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
16.20%
3 year
-6.83%
5 year
-1.36%
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 March 31, 2025Volatility (ann.)
28.94%
Sharpe
0.02
Sortino
0.04
Max drawdown
-44.31%
Best month
24.12%
Worst month
-14.83%
Beta vs VTIAX
0.74
Correlation
0.43
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.