Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.17%
3 year
2.62%
5 year
2.84%
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
71 months through June 30, 2025Volatility (ann.)
13.61%
Sharpe
0.67
Sortino
1.07
Max drawdown
-25.40%
Best month
10.45%
Worst month
-17.63%
Beta vs VTIAX
0.76
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.