Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.00%
3 year
-2.50%
5 year
1.47%
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
66 months through Dec. 31, 2024Volatility (ann.)
17.98%
Sharpe
-0.14
Sortino
-0.23
Max drawdown
-34.70%
Best month
18.55%
Worst month
-13.90%
Beta vs VTIAX
0.90
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.