Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.45%
3 year
-4.07%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
60 months through June 30, 2024Volatility (ann.)
19.39%
Sharpe
-0.46
Sortino
-0.63
Max drawdown
-34.83%
Best month
14.01%
Worst month
-21.41%
Beta vs VTIAX
1.03
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.