Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
4.46%
3 year
-3.77%
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
56 months through March 31, 2024Volatility (ann.)
6.12%
Sharpe
-0.49
Sortino
-0.64
Max drawdown
-17.01%
Best month
3.16%
Worst month
-3.90%
Beta vs VBTLX
0.84
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.