Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
20.45%
3 year
4.18%
5 year
1.39%
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
75 months through Sept. 30, 2025Volatility (ann.)
22.33%
Sharpe
1.11
Sortino
2.59
Max drawdown
-46.34%
Best month
23.05%
Worst month
-15.25%
Beta vs VTIAX
1.27
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.