Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
30.22%
3 year
14.18%
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
66 months through March 31, 2026Volatility (ann.)
23.07%
Sharpe
1.14
Sortino
2.52
Max drawdown
-16.53%
Best month
20.49%
Worst month
-10.11%
Beta vs VTIAX
1.01
Correlation
0.54
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.