Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.69%
3 year
-1.44%
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.)
8.12%
Sharpe
0.11
Sortino
0.16
Max drawdown
-14.64%
Best month
6.92%
Worst month
-12.31%
Beta vs VBTLX
0.69
Correlation
0.66
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.