Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.15%
3 year
-0.60%
5 year
3.88%
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
72 months through June 30, 2025Volatility (ann.)
14.85%
Sharpe
0.68
Sortino
1.15
Max drawdown
-26.90%
Best month
13.26%
Worst month
-13.03%
Beta vs VTIAX
0.43
Correlation
0.46
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.