Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.88%
3 year
2.21%
5 year
4.05%
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
75 months through Oct. 31, 2025Volatility (ann.)
12.28%
Sharpe
1.00
Sortino
2.05
Max drawdown
-23.25%
Best month
11.51%
Worst month
-15.98%
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.