Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
12.72%
3 year
-3.02%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
60 months through June 30, 2024Volatility (ann.)
11.82%
Sharpe
-0.20
Sortino
-0.27
Max drawdown
-28.06%
Best month
8.82%
Worst month
-16.94%
Beta vs VBTLX
1.23
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.