Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Feb. 29, 2024Volatility (ann.)
25.56%
Sharpe
-0.72
Sortino
-0.98
Max drawdown
-50.30%
Best month
23.21%
Worst month
-13.28%
Beta vs VTIAX
0.87
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.