Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.51%
3 year
0.87%
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
48 months through April 30, 2024Volatility (ann.)
17.57%
Sharpe
0.00
Sortino
0.00
Max drawdown
-31.41%
Best month
11.80%
Worst month
-9.26%
Beta vs VTIAX
0.96
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.