Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.55%
3 year
0.90%
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
60 months through Aug. 31, 2024Volatility (ann.)
20.75%
Sharpe
-0.01
Sortino
-0.01
Max drawdown
-27.44%
Best month
16.58%
Worst month
-17.36%
Beta vs VTIAX
-0.03
Correlation
-0.02
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.