Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-1.17%
3 year
-13.29%
5 year
-1.64%
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
72 months through July 31, 2025Volatility (ann.)
22.75%
Sharpe
0.05
Sortino
0.08
Max drawdown
-53.12%
Best month
25.88%
Worst month
-31.58%
Beta vs VTIAX
1.14
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.