Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Feb. 29, 2024Volatility (ann.)
21.45%
Sharpe
-0.64
Sortino
-0.84
Max drawdown
-43.47%
Best month
14.87%
Worst month
-11.31%
Beta vs VTIAX
0.63
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.