Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.47%
3 year
7.51%
5 year
-2.66%
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
81 months through March 31, 2026Volatility (ann.)
17.37%
Sharpe
0.15
Sortino
0.25
Max drawdown
-44.91%
Best month
15.53%
Worst month
-14.05%
Beta vs VTIAX
1.15
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.