Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
22.44%
Sharpe
-0.38
Sortino
-0.50
Max drawdown
-48.93%
Best month
17.47%
Worst month
-16.93%
Beta vs VTIAX
1.11
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.