Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.63%
3 year
-1.41%
5 year
0.53%
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
60 months through Dec. 31, 2024Volatility (ann.)
7.98%
Sharpe
-0.18
Sortino
-0.25
Max drawdown
-19.45%
Best month
4.34%
Worst month
-6.96%
Beta vs VBTLX
0.40
Correlation
0.39
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.