Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.22%
3 year
3.42%
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 July 31, 2024Volatility (ann.)
16.71%
Sharpe
0.17
Sortino
0.28
Max drawdown
-26.23%
Best month
15.86%
Worst month
-13.45%
Beta vs VTIAX
0.95
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.