Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.26%
3 year
-6.17%
5 year
3.05%
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
66 months through Feb. 28, 2025Volatility (ann.)
18.64%
Sharpe
-0.07
Sortino
-0.11
Max drawdown
-38.41%
Best month
10.71%
Worst month
-14.10%
Beta vs VTIAX
1.03
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.