Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.63%
3 year
1.80%
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.)
19.40%
Sharpe
0.02
Sortino
0.03
Max drawdown
-30.57%
Best month
17.03%
Worst month
-17.26%
Beta vs VTIAX
0.71
Correlation
0.63
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.