Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-11.49%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
38 months through March 31, 2025Volatility (ann.)
25.02%
Sharpe
-0.51
Sortino
-0.66
Max drawdown
-36.22%
Best month
15.33%
Worst month
-13.08%
Beta vs VTIAX
1.22
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.