Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.13%
3 year
-4.72%
5 year
1.06%
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 Jan. 31, 2025Volatility (ann.)
18.58%
Sharpe
-0.12
Sortino
-0.18
Max drawdown
-33.46%
Best month
11.34%
Worst month
-16.94%
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.