Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.03%
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
34 months through March 31, 2025Volatility (ann.)
17.68%
Sharpe
0.26
Sortino
0.41
Max drawdown
-22.18%
Best month
12.10%
Worst month
-10.54%
Beta vs VTIAX
0.41
Correlation
0.38
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.