Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-7.12%
3 year
-6.12%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
40 months through Jan. 31, 2025Volatility (ann.)
21.88%
Sharpe
-0.12
Sortino
-0.19
Max drawdown
-34.39%
Best month
14.76%
Worst month
-11.63%
Beta vs VTIAX
1.20
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.