Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-2.89%
3 year
-20.18%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
51 months through Dec. 31, 2024Volatility (ann.)
27.90%
Sharpe
-0.72
Sortino
-1.00
Max drawdown
-62.57%
Best month
20.76%
Worst month
-13.71%
Beta vs VTIAX
0.93
Correlation
0.56
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.