Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.85%
3 year
-4.15%
5 year
2.87%
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.)
18.64%
Sharpe
0.64
Sortino
1.08
Max drawdown
-39.72%
Best month
14.06%
Worst month
-12.50%
Beta vs VTIAX
1.14
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.