Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
12.45%
3 year
-9.07%
5 year
-0.22%
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.)
12.79%
Sharpe
0.57
Sortino
0.89
Max drawdown
-44.44%
Best month
11.87%
Worst month
-24.30%
Beta vs VTIAX
0.60
Correlation
0.73
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.