Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.34%
3 year
-0.80%
5 year
3.68%
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.)
14.86%
Sharpe
0.66
Sortino
1.12
Max drawdown
-27.02%
Best month
13.23%
Worst month
-13.05%
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.