Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
20.81%
Sharpe
-0.18
Sortino
-0.26
Max drawdown
-36.93%
Best month
15.89%
Worst month
-16.20%
Beta vs VTIAX
0.92
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.