Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Oct. 31, 2022Volatility (ann.)
23.61%
Sharpe
-0.12
Sortino
-0.17
Max drawdown
-36.83%
Best month
15.98%
Worst month
-20.67%
Beta vs VTIAX
1.16
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.