Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.87%
3 year
-2.22%
5 year
-0.38%
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
69 months through March 31, 2025Volatility (ann.)
7.89%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-20.34%
Best month
4.54%
Worst month
-5.39%
Beta vs VBTLX
0.92
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.