Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
0.49%
3 year
-2.19%
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
61 months through Oct. 31, 2024Volatility (ann.)
12.30%
Sharpe
-0.25
Sortino
-0.33
Max drawdown
-24.49%
Best month
10.96%
Worst month
-11.26%
Beta vs VBTLX
0.59
Correlation
0.36
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.