Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.09%
3 year
-11.78%
5 year
0.23%
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
63 months through March 31, 2025Volatility (ann.)
21.28%
Sharpe
-0.31
Sortino
-0.41
Max drawdown
-56.49%
Best month
19.60%
Worst month
-15.81%
Beta vs VTIAX
1.14
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.