Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.63%
3 year
1.19%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
48 months through March 31, 2025Volatility (ann.)
17.60%
Sharpe
0.22
Sortino
0.34
Max drawdown
-30.13%
Best month
12.12%
Worst month
-10.51%
Beta vs VTIAX
0.44
Correlation
0.42
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.