Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.83%
Sharpe
0.41
Sortino
0.74
Max drawdown
-36.57%
Best month
16.45%
Worst month
-19.75%
Beta vs VTIAX
1.01
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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