Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.18%
3 year
-8.21%
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.)
18.34%
Sharpe
-0.21
Sortino
-0.31
Max drawdown
-40.72%
Best month
13.81%
Worst month
-13.62%
Beta vs VTIAX
0.97
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.