Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.85%
3 year
2.94%
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.)
17.82%
Sharpe
0.18
Sortino
0.29
Max drawdown
-28.42%
Best month
14.69%
Worst month
-14.63%
Beta vs VTIAX
1.04
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.