Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
19.60%
Sharpe
0.27
Sortino
0.45
Max drawdown
-30.77%
Best month
16.16%
Worst month
-16.41%
Beta vs VTIAX
1.07
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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