Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Sept. 30, 2023Volatility (ann.)
27.69%
Sharpe
0.49
Sortino
0.84
Max drawdown
-27.03%
Best month
16.01%
Worst month
-13.18%
Beta vs VTIAX
0.99
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.