Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-3.30%
3 year
-17.15%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
43 months through June 30, 2024Volatility (ann.)
28.95%
Sharpe
-0.60
Sortino
-0.76
Max drawdown
-47.10%
Best month
20.77%
Worst month
-20.25%
Beta vs VTIAX
0.46
Correlation
0.27
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.