Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
9.05%
3 year
-8.04%
5 year
3.10%
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
0.66
Sortino
1.13
Max drawdown
-42.50%
Best month
13.37%
Worst month
-17.81%
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.