Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.13%
3 year
-5.67%
5 year
0.05%
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 Jan. 31, 2025Volatility (ann.)
18.54%
Sharpe
-0.17
Sortino
-0.25
Max drawdown
-34.16%
Best month
11.24%
Worst month
-17.01%
Beta vs VTIAX
1.02
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.