Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.40%
3 year
3.46%
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
63 months through Nov. 30, 2024Volatility (ann.)
17.81%
Sharpe
0.21
Sortino
0.33
Max drawdown
-27.95%
Best month
14.76%
Worst month
-14.62%
Beta vs VTIAX
1.03
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.