Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through Aug. 31, 2024Volatility (ann.)
34.96%
Sharpe
-0.64
Sortino
-0.91
Max drawdown
-66.47%
Best month
34.84%
Worst month
-20.50%
Beta vs VTIAX
1.04
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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