Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Sept. 30, 2022Volatility (ann.)
24.37%
Sharpe
-0.53
Sortino
-0.68
Max drawdown
-31.99%
Best month
14.70%
Worst month
-15.20%
Beta vs VTIAX
1.09
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.