Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
23.47%
Sharpe
0.08
Sortino
0.11
Max drawdown
-35.61%
Best month
17.97%
Worst month
-19.18%
Beta vs VTIAX
0.99
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.