Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.71%
3 year
2.41%
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
62 months through Sept. 30, 2024Volatility (ann.)
17.31%
Sharpe
0.21
Sortino
0.34
Max drawdown
-34.11%
Best month
13.88%
Worst month
-12.75%
Beta vs VTIAX
0.53
Correlation
0.52
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.