Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.08%
3 year
-3.86%
5 year
—
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
54 months through Jan. 31, 2024Volatility (ann.)
7.00%
Sharpe
-0.52
Sortino
-0.72
Max drawdown
-18.06%
Best month
4.34%
Worst month
-4.23%
Beta vs VBTLX
0.97
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.