Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
30.60%
Sharpe
-0.04
Sortino
-0.06
Max drawdown
-54.51%
Best month
27.34%
Worst month
-16.25%
Beta vs VTIAX
1.04
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.