Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-17.62%
3 year
2.22%
5 year
-2.64%
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 June 30, 2025Volatility (ann.)
15.74%
Sharpe
0.79
Sortino
1.50
Max drawdown
-41.93%
Best month
16.32%
Worst month
-33.52%
Beta vs VTIAX
0.70
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.