Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.62%
3 year
1.94%
5 year
3.78%
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
75 months through Oct. 31, 2025Volatility (ann.)
12.25%
Sharpe
0.98
Sortino
1.99
Max drawdown
-23.32%
Best month
11.44%
Worst month
-16.03%
Beta vs VTIAX
0.79
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.