Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
16.86%
3 year
9.30%
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.)
16.53%
Sharpe
0.55
Sortino
0.90
Max drawdown
-21.39%
Best month
12.51%
Worst month
-13.95%
Beta vs VTIAX
0.90
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.