Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Nov. 30, 2023Volatility (ann.)
17.13%
Sharpe
0.42
Sortino
0.69
Max drawdown
-27.29%
Best month
14.14%
Worst month
-17.27%
Beta vs VTIAX
0.99
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.