Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.17%
3 year
-1.84%
5 year
0.19%
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 Jan. 31, 2025Volatility (ann.)
18.94%
Sharpe
0.04
Sortino
0.05
Max drawdown
-31.03%
Best month
15.05%
Worst month
-15.68%
Beta vs VTIAX
1.11
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.