Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Oct. 31, 2022Volatility (ann.)
21.15%
Sharpe
-0.22
Sortino
-0.28
Max drawdown
-33.11%
Best month
11.75%
Worst month
-16.46%
Beta vs VTIAX
1.06
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.