Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.73%
3 year
-8.30%
5 year
2.80%
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
71 months through June 30, 2025Volatility (ann.)
19.28%
Sharpe
0.65
Sortino
1.10
Max drawdown
-42.66%
Best month
13.36%
Worst month
-17.86%
Beta vs VTIAX
1.15
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.