Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
20.51%
Sharpe
-0.16
Sortino
-0.23
Max drawdown
-37.50%
Best month
13.10%
Worst month
-13.78%
Beta vs VTIAX
1.15
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.