Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.31%
Sharpe
0.56
Sortino
0.98
Max drawdown
-34.94%
Best month
15.05%
Worst month
-17.77%
Beta vs VTIAX
0.95
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.