Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
21.70%
Sharpe
0.30
Sortino
0.54
Max drawdown
-42.58%
Best month
20.23%
Worst month
-16.45%
Beta vs VTIAX
1.08
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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