Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
21.57%
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
24 months through May 31, 2024Volatility (ann.)
27.45%
Sharpe
0.42
Sortino
0.70
Max drawdown
-25.50%
Best month
17.51%
Worst month
-14.36%
Beta vs VTIAX
1.38
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.