Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
16.67%
Sharpe
-0.28
Sortino
-0.42
Max drawdown
-38.35%
Best month
14.62%
Worst month
-13.77%
Beta vs VTIAX
0.81
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.