Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-7.86%
3 year
-10.04%
5 year
-9.84%
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
72 months through June 30, 2025Volatility (ann.)
13.85%
Sharpe
-0.17
Sortino
-0.23
Max drawdown
-40.48%
Best month
9.42%
Worst month
-18.53%
Beta vs VTIAX
0.77
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.