Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-21.47%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
29 months through Jan. 31, 2025Volatility (ann.)
35.68%
Sharpe
-0.47
Sortino
-0.65
Max drawdown
-48.64%
Best month
24.95%
Worst month
-23.37%
Beta vs VTIAX
0.89
Correlation
0.42
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.