Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-15.87%
3 year
—
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
2021 onward derived from N-PORT monthly returnsRisk statistics
29 months through March 31, 2023Volatility (ann.)
8.90%
Sharpe
-0.58
Sortino
-0.74
Max drawdown
-20.52%
Best month
5.23%
Worst month
-5.49%
Beta vs VBTLX
1.29
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.