Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.25%
3 year
—
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2023 onward derived from N-PORT monthly returnsRisk statistics
30 months through June 30, 2025Volatility (ann.)
12.43%
Sharpe
0.61
Sortino
1.00
Max drawdown
-12.07%
Best month
6.97%
Worst month
-6.42%
Beta vs VTIAX
0.54
Correlation
0.55
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.