Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-28.91%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
28 months through Oct. 31, 2024Volatility (ann.)
19.24%
Sharpe
-0.92
Sortino
-1.12
Max drawdown
-45.14%
Best month
9.54%
Worst month
-11.22%
Beta vs VBTLX
0.64
Correlation
0.26
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.