Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.45%
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
2024 onward derived from N-PORT monthly returnsRisk statistics
29 months through July 31, 2025Volatility (ann.)
13.54%
Sharpe
0.62
Sortino
1.03
Max drawdown
-14.76%
Best month
9.04%
Worst month
-5.68%
Beta vs VTIAX
1.12
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.