Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
24.48%
Sharpe
-0.01
Sortino
-0.01
Max drawdown
-31.55%
Best month
15.73%
Worst month
-20.90%
Beta vs VTIAX
1.16
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.