Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
26.31%
Sharpe
-0.04
Sortino
-0.05
Max drawdown
-36.63%
Best month
16.00%
Worst month
-26.92%
Beta vs VTIAX
1.19
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.