Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
15.53%
3 year
8.96%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
45 months through Dec. 31, 2024Volatility (ann.)
16.58%
Sharpe
0.54
Sortino
0.90
Max drawdown
-17.17%
Best month
9.95%
Worst month
-9.04%
Beta vs VTIAX
0.88
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.